+42.8%
MMM vs AMBA
-69.7%
+112.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.1% |
| 30D | +11.7% | -2.2% | +13.9% | +11.8% |
| 3M | +1.0% | -26.6% | +27.6% | +4.3% |
| 6M | +26.0% | -26.8% | +52.8% | +27.7% |
| YTD | +16.3% | -15.1% | +31.5% | +14.6% |
| 1Y | +9.6% | -32.3% | +41.9% | +10.9% |
| 3Y | +157.3% | +19.8% | +137.5% | +129.8% |
| All | +42.8% | -69.7% | +112.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling