-93.1%
MARA vs AMBA
+810.0%
-903.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.0% |
| 7D | +22.4% | +10.7% | +11.8% | +17.2% |
| 30D | -21.0% | -5.0% | -15.9% | -18.6% |
| 3M | -25.3% | -26.9% | +1.6% | -14.9% |
| 6M | -43.4% | -21.9% | -21.5% | -40.9% |
| YTD | -19.8% | -13.8% | -6.0% | -20.8% |
| 1Y | -50.0% | -36.1% | -14.0% | -44.3% |
| 3Y | -25.1% | +21.6% | -46.7% | -40.6% |
| 5Y | -90.5% | -68.8% | -21.8% | -87.4% |
| 10Y | -80.4% | +2.3% | -82.8% | -81.7% |
| All | -93.1% | +810.0% | -903.1% | -92.5% |
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