+209.9%
MET vs AMBA
+12.8%
+197.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +2.6% |
| 7D | +1.3% | 0.0% | +1.4% | +1.2% |
| 30D | +4.0% | -8.6% | +12.6% | +5.3% |
| 3M | +4.6% | -29.0% | +33.6% | +9.9% |
| 6M | +32.8% | -19.2% | +52.0% | +32.1% |
| YTD | +32.3% | -13.0% | +45.3% | +28.8% |
| 1Y | +37.1% | -31.3% | +68.4% | +38.6% |
| 3Y | +86.8% | +28.1% | +58.7% | +58.2% |
| 5Y | +87.4% | -69.4% | +156.8% | +93.5% |
| 10Y | +209.9% | +7.6% | +202.3% | +106.7% |
| All | +209.9% | +12.8% | +197.1% | +106.7% |
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