+1,481.8%
MA vs AMBA
+807.9%
+673.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +4.2% |
| 7D | +10.2% | -8.1% | +18.3% | +11.5% |
| 30D | +19.3% | -10.8% | +30.1% | +21.0% |
| 3M | +18.0% | -25.9% | +43.9% | +22.3% |
| 6M | +33.7% | -13.9% | +47.6% | +32.0% |
| YTD | +18.6% | -14.0% | +32.6% | +16.0% |
| 1Y | +22.5% | -25.7% | +48.2% | +21.8% |
| 3Y | +77.4% | +21.5% | +55.9% | +54.5% |
| 5Y | +106.6% | -68.9% | +175.6% | +110.4% |
| 10Y | +592.2% | +5.2% | +587.0% | +431.7% |
| All | +1,481.8% | +807.9% | +673.9% | +835.5% |
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