+18.7%
MA vs AMBA
-32.7%
+51.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -0.4% |
| 7D | +2.3% | -7.2% | +9.5% | +2.2% |
| 30D | +14.7% | -10.4% | +25.0% | +14.4% |
| 3M | +13.5% | -30.1% | +43.6% | +12.7% |
| 6M | +33.1% | -22.4% | +55.5% | +32.1% |
| YTD | +15.1% | -17.3% | +32.4% | +13.5% |
| 1Y | +18.7% | -35.4% | +54.1% | +18.8% |
| All | +18.7% | -32.7% | +51.4% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling