-61.4%
MKTX vs AMBA
-53.5%
-7.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +0.4% | -6.4% | +6.8% | +1.0% |
| 30D | +1.0% | -26.8% | +27.8% | +3.8% |
| 3M | +41.3% | -7.6% | +48.9% | +41.0% |
| 6M | -11.3% | +21.2% | -32.5% | -14.7% |
| YTD | -8.6% | -10.4% | +1.8% | -9.6% |
| 1Y | -11.1% | -24.4% | +13.4% | -11.3% |
| 3Y | -24.5% | +6.0% | -30.5% | -31.0% |
| 5Y | -61.4% | -53.9% | -7.5% | -63.2% |
| All | -61.4% | -53.5% | -7.9% | -63.2% |
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