+124.1%
MAR vs AMBA
+16.7%
+107.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.0% |
| 7D | +4.3% | -7.2% | +11.5% | +5.2% |
| 30D | +16.8% | -10.4% | +27.2% | +18.2% |
| 3M | +16.0% | -30.1% | +46.2% | +21.1% |
| 6M | +16.5% | -22.4% | +38.9% | +16.8% |
| YTD | +35.0% | -17.3% | +52.4% | +32.6% |
| 1Y | +49.4% | -35.4% | +84.8% | +52.5% |
| 3Y | +124.1% | +18.6% | +105.4% | +89.9% |
| All | +124.1% | +16.7% | +107.3% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling