+44.8%
MAR vs AMBA
-33.2%
+78.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.1% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +14.0% | -8.6% | +22.6% | +14.4% |
| 3M | +18.1% | -29.0% | +47.1% | +19.9% |
| 6M | +18.6% | -19.2% | +37.8% | +18.6% |
| YTD | +35.3% | -13.0% | +48.3% | +32.0% |
| All | +44.8% | -33.2% | +78.1% | +42.5% |
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 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