+199.7%
MET vs AMBA
+7.9%
+191.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | 0.0% | +2.6% | -2.5% | -0.5% |
| 30D | +3.4% | -3.6% | +7.0% | +3.7% |
| 3M | +7.0% | -24.6% | +31.6% | +11.3% |
| 6M | +34.6% | -21.6% | +56.2% | +34.8% |
| YTD | +34.0% | -11.8% | +45.7% | +30.1% |
| 1Y | +35.9% | -33.2% | +69.1% | +38.1% |
| 3Y | +85.5% | +24.5% | +61.0% | +57.9% |
| 5Y | +87.8% | -67.7% | +155.4% | +91.8% |
| 10Y | +199.7% | +4.7% | +194.9% | +100.0% |
| All | +199.7% | +7.9% | +191.8% | +100.0% |
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