+79.6%
MMM vs AMBA
+4.3%
+75.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +7.0% | -2.7% | +9.6% | +7.2% |
| 30D | +18.4% | -10.5% | +28.9% | +19.7% |
| 3M | +4.5% | -26.4% | +30.9% | +7.9% |
| 6M | +33.4% | -20.9% | +54.3% | +33.8% |
| YTD | +20.0% | -14.8% | +34.8% | +18.2% |
| 1Y | +15.0% | -36.1% | +51.1% | +17.3% |
| 3Y | +165.0% | +20.2% | +144.8% | +138.6% |
| 5Y | +47.9% | -67.2% | +115.2% | +48.1% |
| 10Y | +79.6% | +4.9% | +74.7% | +35.1% |
| All | +79.6% | +4.3% | +75.3% | +35.1% |
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