-89.1%
MARA vs AMBA
+837.3%
-926.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +6.0% | -11.0% | +17.0% | +11.1% |
| 30D | +0.6% | -23.2% | +23.8% | +12.1% |
| 3M | -18.5% | -12.7% | -5.8% | -17.0% |
| 6M | +21.7% | +11.2% | +10.5% | +8.7% |
| YTD | +25.9% | -11.2% | +37.2% | +22.9% |
| 1Y | -25.1% | -22.5% | -2.6% | -23.8% |
| 3Y | -5.7% | -1.3% | -4.4% | -18.5% |
| 5Y | -73.9% | -54.2% | -19.8% | -69.3% |
| 10Y | -75.6% | -6.1% | -69.5% | -77.3% |
| All | -89.1% | +837.3% | -926.4% | -88.4% |
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