+1,260.0%
MA vs AMBA
+837.3%
+422.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.7% | -11.0% | +8.3% | -1.1% |
| 30D | +1.5% | -23.2% | +24.7% | +5.2% |
| 3M | +20.4% | -12.7% | +33.1% | +20.3% |
| 6M | +11.1% | +11.2% | -0.1% | +5.6% |
| YTD | +2.0% | -11.2% | +13.2% | -0.3% |
| 1Y | -2.2% | -22.5% | +20.4% | -3.3% |
| 3Y | +41.9% | -1.3% | +43.2% | +28.5% |
| 5Y | +75.4% | -54.2% | +129.5% | +68.0% |
| 10Y | +527.5% | -6.1% | +533.7% | +388.3% |
| All | +1,260.0% | +837.3% | +422.7% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling