+10.4%
MMM vs AMBA
-20.7%
+31.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.3% | -11.0% | +7.6% | -2.7% |
| 30D | -7.0% | -23.2% | +16.1% | -5.7% |
| 3M | +10.8% | -12.7% | +23.5% | +10.9% |
| 6M | +5.8% | +11.2% | -5.4% | +1.6% |
| YTD | +6.8% | -11.2% | +18.0% | +4.6% |
| 1Y | +10.4% | -22.5% | +32.9% | +9.2% |
| All | +10.4% | -20.7% | +31.1% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling