+360.8%
MDY vs AMBA
+837.3%
-476.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.1% | -11.0% | +11.1% | +2.0% |
| 30D | -1.5% | -23.2% | +21.7% | +2.8% |
| 3M | +0.8% | -12.7% | +13.5% | +1.0% |
| 6M | +7.4% | +11.2% | -3.8% | +2.2% |
| YTD | +15.2% | -11.2% | +26.4% | +13.2% |
| 1Y | +16.5% | -22.5% | +39.1% | +16.0% |
| 3Y | +46.8% | -1.3% | +48.1% | +34.3% |
| 5Y | +46.0% | -54.2% | +100.2% | +41.9% |
| 10Y | +172.1% | -6.1% | +178.2% | +118.3% |
| All | +360.8% | +837.3% | -476.5% | +175.1% |
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 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