+5.8%
MMM vs AMBA
+7.7%
-1.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.3% | -11.0% | +7.6% | -3.0% |
| 30D | -7.0% | -23.2% | +16.1% | -6.4% |
| 3M | +10.8% | -12.7% | +23.5% | +10.9% |
| 6M | +5.8% | +11.2% | -5.4% | -4.4% |
| All | +5.8% | +7.7% | -1.9% | -4.4% |
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