-81.1%
MARA vs AMBA
-0.9%
-80.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.1% | +1.9% | +4.4% |
| 7D | -6.2% | -7.2% | +1.0% | -1.4% |
| 30D | -38.7% | -10.4% | -28.3% | -34.4% |
| 3M | -40.4% | -30.1% | -10.3% | -27.4% |
| 6M | -51.3% | -22.4% | -28.8% | -49.1% |
| YTD | -29.3% | -17.3% | -11.9% | -30.5% |
| 1Y | -60.2% | -35.4% | -24.8% | -55.4% |
| 3Y | -31.3% | +18.6% | -49.9% | -53.8% |
| 5Y | -90.1% | -69.8% | -20.2% | -85.0% |
| All | -81.1% | -0.9% | -80.2% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling