-80.1%
MARA vs AMBA
+4.2%
-84.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.1% | +12.6% | +11.8% |
| 7D | +2.5% | -2.6% | +5.2% | +4.6% |
| 30D | -23.9% | -10.5% | -13.5% | -18.3% |
| 3M | -23.2% | -26.4% | +3.2% | -9.2% |
| 6M | -43.3% | -20.9% | -22.4% | -41.5% |
| YTD | -18.3% | -14.8% | -3.5% | -21.2% |
| 1Y | -52.9% | -36.1% | -16.8% | -46.7% |
| 3Y | -23.6% | +20.2% | -43.9% | -49.0% |
| 5Y | -88.7% | -67.2% | -21.4% | -83.9% |
| All | -80.1% | +4.2% | -84.2% | -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 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