+122.9%
MAR vs AMBA
+23.1%
+99.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +2.9% |
| 7D | +2.9% | -2.7% | +5.5% | +3.1% |
| 30D | +17.0% | -10.5% | +27.5% | +18.5% |
| 3M | +23.2% | -26.4% | +49.6% | +27.6% |
| 6M | +21.7% | -20.9% | +42.6% | +21.9% |
| YTD | +38.9% | -14.8% | +53.7% | +35.7% |
| 1Y | +48.7% | -36.1% | +84.7% | +52.4% |
| 3Y | +122.9% | +20.2% | +102.7% | +86.3% |
| All | +122.9% | +23.1% | +99.8% | +86.3% |
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