+414.6%
MET vs AMBA
+722.2%
-307.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.4% | -1.6% |
| 7D | -0.5% | -14.6% | +14.1% | +1.9% |
| 30D | +3.3% | -18.8% | +22.1% | +6.3% |
| 3M | +4.2% | -32.6% | +36.8% | +10.0% |
| 6M | +27.3% | -25.8% | +53.1% | +28.5% |
| YTD | +29.8% | -22.1% | +51.9% | +29.1% |
| 1Y | +30.2% | -36.2% | +66.4% | +33.0% |
| 3Y | +77.6% | +10.0% | +67.6% | +58.0% |
| 5Y | +82.3% | -71.6% | +153.8% | +88.7% |
| 10Y | +233.0% | -4.7% | +237.7% | +158.0% |
| All | +414.6% | +722.2% | -307.6% | +164.9% |
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