+170.7%
MDY vs AMBA
-0.9%
+171.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -0.5% |
| 7D | -1.7% | -7.2% | +5.6% | -0.3% |
| 30D | -0.9% | -10.4% | +9.5% | +0.9% |
| 3M | -5.7% | -30.1% | +24.4% | +0.3% |
| 6M | -2.9% | -22.4% | +19.5% | -2.0% |
| YTD | +9.8% | -17.3% | +27.2% | +8.3% |
| 1Y | +13.5% | -35.4% | +48.9% | +16.9% |
| 3Y | +51.9% | +18.6% | +33.3% | +29.9% |
| 5Y | +32.0% | -69.8% | +101.9% | +37.7% |
| All | +170.7% | -0.9% | +171.6% | +90.1% |
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