+78.1%
MMM vs AMBA
+0.6%
+77.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -0.8% | +10.7% | -11.5% | -2.1% |
| 30D | +14.4% | -5.0% | +19.5% | +14.9% |
| 3M | +1.8% | -26.9% | +28.7% | +5.2% |
| 6M | +31.3% | -21.9% | +53.2% | +31.9% |
| YTD | +18.0% | -13.8% | +31.8% | +16.1% |
| 1Y | +10.9% | -36.1% | +46.9% | +13.1% |
| 3Y | +160.6% | +21.6% | +139.0% | +134.3% |
| 5Y | +44.5% | -68.8% | +113.2% | +45.6% |
| All | +78.1% | +0.6% | +77.4% | +33.6% |
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