+79.1%
META vs AMBA
-72.1%
+151.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -1.7% |
| 7D | -3.1% | -14.6% | +11.5% | +0.6% |
| 30D | -18.1% | -18.8% | +0.7% | -14.1% |
| 3M | +2.9% | -32.6% | +35.4% | +12.5% |
| 6M | +0.2% | -25.8% | +26.0% | +2.5% |
| YTD | -8.1% | -22.1% | +14.0% | -8.7% |
| 1Y | -4.5% | -36.2% | +31.7% | -0.9% |
| 3Y | +94.2% | +10.0% | +84.2% | +55.2% |
| 5Y | +79.1% | -71.6% | +150.6% | +81.6% |
| All | +79.1% | -72.1% | +151.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling