+32.7%
MMM vs AMBA
-23.4%
+56.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.3% | -3.1% |
| 7D | +5.9% | -14.6% | +20.4% | +5.9% |
| 30D | +14.7% | -18.8% | +33.5% | +14.9% |
| 3M | +3.6% | -32.6% | +36.2% | +3.9% |
| 6M | +32.7% | -25.8% | +58.5% | +33.1% |
| All | +32.7% | -23.4% | +56.1% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling