+507.6%
MKTX vs AMBA
+831.3%
-323.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | +0.9% | -3.6% | +4.5% | +1.1% |
| 3M | +2.7% | -24.6% | +27.3% | +4.9% |
| 6M | +15.6% | -21.6% | +37.2% | +16.1% |
| YTD | -7.0% | -11.8% | +4.8% | -8.1% |
| 1Y | -1.2% | -33.2% | +32.0% | -0.2% |
| 3Y | -22.2% | +24.5% | -46.7% | -28.9% |
| 5Y | -53.7% | -67.7% | +13.9% | -53.6% |
| 10Y | +13.0% | +4.7% | +8.3% | -3.4% |
| All | +507.6% | +831.3% | -323.7% | +279.9% |
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