+351.7%
MDY vs AMBA
+799.5%
-447.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | +1.0% | -10.5% | +11.5% | +2.6% |
| 3M | -4.1% | -26.4% | +22.3% | +0.3% |
| 6M | +0.6% | -20.9% | +21.5% | +1.3% |
| YTD | +12.9% | -14.8% | +27.7% | +11.2% |
| 1Y | +14.6% | -36.1% | +50.7% | +18.0% |
| 3Y | +57.1% | +20.2% | +36.9% | +38.5% |
| 5Y | +37.1% | -67.2% | +104.3% | +40.2% |
| 10Y | +171.5% | +4.9% | +166.6% | +115.3% |
| All | +351.7% | +799.5% | -447.8% | +170.3% |
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 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