+505.8%
MKTX vs AMBA
+772.6%
-266.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.5% |
| 7D | +0.2% | -7.2% | +7.4% | +0.8% |
| 30D | +0.9% | -10.4% | +11.2% | +1.7% |
| 3M | +2.3% | -30.1% | +32.4% | +5.2% |
| 6M | +12.4% | -22.4% | +34.8% | +13.0% |
| YTD | -7.3% | -17.3% | +10.1% | -7.8% |
| 1Y | +1.8% | -35.4% | +37.2% | +3.2% |
| 3Y | -21.2% | +18.6% | -39.8% | -27.7% |
| 5Y | -54.6% | -69.8% | +15.3% | -54.1% |
| 10Y | +21.5% | +1.1% | +20.4% | +4.2% |
| All | +505.8% | +772.6% | -266.8% | +281.0% |
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