+1,156.6%
MAR vs AMBA
+722.2%
+434.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.4% | +7.7% | -0.3% |
| 7D | +4.4% | -14.6% | +19.0% | +7.0% |
| 30D | +15.5% | -18.8% | +34.3% | +19.1% |
| 3M | +15.7% | -32.6% | +48.3% | +22.5% |
| 6M | +18.2% | -25.8% | +44.0% | +19.8% |
| YTD | +35.3% | -22.1% | +57.4% | +34.9% |
| 1Y | +48.6% | -36.2% | +84.9% | +52.3% |
| 3Y | +124.3% | +10.0% | +114.4% | +99.5% |
| 5Y | +159.7% | -71.6% | +231.2% | +170.0% |
| 10Y | +555.2% | -4.7% | +559.9% | +429.9% |
| All | +1,156.6% | +722.2% | +434.4% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling