+20.2%
MGY vs AMBA
-69.7%
+90.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.3% | -9.5% | -4.9% |
| 7D | -9.5% | 0.0% | -9.5% | -9.6% |
| 30D | -5.9% | -8.6% | +2.7% | -5.0% |
| 3M | -9.0% | -29.0% | +20.0% | -5.1% |
| 6M | -17.4% | -19.2% | +1.8% | -17.6% |
| YTD | +5.6% | -13.0% | +18.6% | +2.8% |
| 1Y | +6.0% | -31.3% | +37.2% | +7.0% |
| 3Y | +15.6% | +28.1% | -12.5% | -1.6% |
| 5Y | +20.2% | -69.4% | +89.7% | +19.0% |
| All | +20.2% | -69.7% | +90.0% | +19.0% |
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 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