+497.7%
MKTX vs AMBA
+837.3%
-339.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.4% | -11.0% | +11.4% | +1.4% |
| 30D | +1.1% | -23.2% | +24.2% | +3.4% |
| 3M | +36.1% | -12.7% | +48.8% | +36.5% |
| 6M | -12.9% | +11.2% | -24.1% | -15.2% |
| YTD | -8.5% | -11.2% | +2.7% | -9.4% |
| 1Y | -7.5% | -22.5% | +15.0% | -7.9% |
| 3Y | -28.3% | -1.3% | -27.0% | -32.6% |
| 5Y | -63.3% | -54.2% | -9.1% | -64.3% |
| 10Y | +4.5% | -6.1% | +10.6% | -9.7% |
| All | +497.7% | +837.3% | -339.6% | +274.7% |
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