+171.1%
MDY vs AMBA
-5.3%
+176.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +1.0% | -6.4% | +7.4% | +2.3% |
| 30D | -3.1% | -26.8% | +23.7% | +2.7% |
| 3M | +1.8% | -7.6% | +9.5% | +1.1% |
| 6M | +10.8% | +21.2% | -10.4% | +2.4% |
| YTD | +14.4% | -10.4% | +24.8% | +11.7% |
| 1Y | +15.2% | -24.4% | +39.6% | +15.0% |
| 3Y | +51.2% | +6.0% | +45.2% | +33.1% |
| 5Y | +47.2% | -53.9% | +101.1% | +40.7% |
| 10Y | +171.1% | -6.2% | +177.3% | +94.3% |
| All | +171.1% | -5.3% | +176.4% | +94.3% |
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