+120.9%
MKC vs AMBA
+837.3%
-716.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -5.9% | -11.0% | +5.1% | -5.6% |
| 30D | -0.9% | -23.2% | +22.3% | -0.2% |
| 3M | +12.7% | -12.7% | +25.4% | +12.7% |
| 6M | -19.3% | +11.2% | -30.5% | -20.3% |
| YTD | -22.2% | -11.2% | -10.9% | -22.5% |
| 1Y | -23.3% | -22.5% | -0.8% | -23.5% |
| 3Y | -30.0% | -1.3% | -28.7% | -31.9% |
| 5Y | -33.8% | -54.2% | +20.4% | -35.1% |
| 10Y | +24.4% | -6.1% | +30.6% | +12.6% |
| All | +120.9% | +837.3% | -716.4% | +71.0% |
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 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