+47.2%
MMM vs AMBA
-72.1%
+119.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.3% | -2.1% |
| 7D | +5.9% | -14.6% | +20.4% | +7.7% |
| 30D | +14.7% | -18.8% | +33.5% | +17.3% |
| 3M | +3.6% | -32.6% | +36.2% | +8.0% |
| 6M | +32.7% | -25.8% | +58.5% | +34.0% |
| YTD | +18.9% | -22.1% | +41.1% | +18.4% |
| 1Y | +16.4% | -36.2% | +52.6% | +18.5% |
| 3Y | +159.8% | +10.0% | +149.8% | +134.8% |
| 5Y | +47.2% | -71.6% | +118.7% | +39.3% |
| All | +47.2% | -72.1% | +119.3% | +39.3% |
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