+427.0%
MAR vs AMBA
-7.1%
+434.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.2% | -11.0% | +6.8% | -2.0% |
| 30D | -6.7% | -23.2% | +16.5% | -2.0% |
| 3M | -12.5% | -12.7% | +0.2% | -12.6% |
| 6M | +0.6% | +11.2% | -10.6% | -5.7% |
| YTD | +9.1% | -11.2% | +20.3% | +6.4% |
| 1Y | +26.2% | -22.5% | +48.7% | +24.7% |
| 3Y | +68.2% | -1.3% | +69.5% | +49.1% |
| 5Y | +163.9% | -54.2% | +218.1% | +150.7% |
| All | +427.0% | -7.1% | +434.1% | +282.9% |
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