+76.3%
MMM vs AMBA
-0.9%
+77.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | +12.1% | -2.2% | +14.3% | +12.2% |
| 3M | +1.4% | -26.6% | +28.1% | +4.8% |
| 6M | +26.6% | -26.8% | +53.4% | +28.2% |
| YTD | +16.8% | -15.1% | +32.0% | +15.2% |
| 1Y | +10.1% | -32.3% | +42.3% | +11.4% |
| 3Y | +158.4% | +19.8% | +138.6% | +132.8% |
| 5Y | +43.1% | -69.2% | +112.3% | +44.4% |
| All | +76.3% | -0.9% | +77.2% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling