+556.3%
MA vs AMBA
-6.6%
+562.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -1.0% |
| 7D | +3.2% | -14.6% | +17.8% | +5.6% |
| 30D | +15.9% | -18.8% | +34.7% | +19.4% |
| 3M | +15.2% | -32.6% | +47.7% | +21.6% |
| 6M | +32.4% | -25.8% | +58.2% | +33.5% |
| YTD | +15.6% | -22.1% | +37.8% | +14.3% |
| 1Y | +19.3% | -36.2% | +55.5% | +21.4% |
| 3Y | +73.0% | +10.0% | +63.0% | +48.1% |
| 5Y | +93.7% | -71.6% | +165.3% | +101.4% |
| All | +556.3% | -6.6% | +562.9% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling