+404.3%
META vs AMBA
-0.9%
+405.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.6% |
| 7D | -0.8% | -7.2% | +6.5% | +0.9% |
| 30D | -15.4% | -10.4% | -5.0% | -13.5% |
| 3M | +3.5% | -30.1% | +33.6% | +11.9% |
| 6M | -0.3% | -22.4% | +22.2% | +1.0% |
| YTD | -7.3% | -17.3% | +10.0% | -8.9% |
| 1Y | -1.1% | -35.4% | +34.3% | +2.5% |
| 3Y | +95.1% | +18.6% | +76.4% | +59.9% |
| 5Y | +80.6% | -69.8% | +150.4% | +91.0% |
| All | +404.3% | -0.9% | +405.2% | +242.3% |
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 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