+267.4%
MMM vs AMBA
+722.2%
-454.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.3% | -2.2% |
| 7D | +5.9% | -14.6% | +20.4% | +7.6% |
| 30D | +14.7% | -18.8% | +33.5% | +17.1% |
| 3M | +3.6% | -32.6% | +36.2% | +7.6% |
| 6M | +32.7% | -25.8% | +58.5% | +34.0% |
| YTD | +18.9% | -22.1% | +41.1% | +18.8% |
| 1Y | +16.4% | -36.2% | +52.6% | +18.4% |
| 3Y | +159.8% | +10.0% | +149.8% | +140.9% |
| 5Y | +47.2% | -71.6% | +118.7% | +49.7% |
| 10Y | +86.5% | -4.7% | +91.2% | +56.7% |
| All | +267.4% | +722.2% | -454.8% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling