+124.5%
MAR vs AMBA
+10.0%
+114.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.4% | +7.7% | -0.5% |
| 7D | +4.4% | -14.6% | +19.0% | +6.5% |
| 30D | +15.5% | -18.8% | +34.3% | +18.5% |
| 3M | +15.7% | -32.6% | +48.3% | +21.4% |
| 6M | +18.2% | -25.8% | +44.0% | +19.2% |
| YTD | +35.3% | -22.1% | +57.4% | +33.9% |
| 1Y | +48.6% | -36.2% | +84.9% | +51.4% |
| All | +124.5% | +10.0% | +114.5% | +91.8% |
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