+279.5%
MMM vs AMBA
+807.9%
-528.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +9.7% |
| 7D | +12.2% | -8.1% | +20.3% | +13.2% |
| 30D | +18.8% | -10.8% | +29.6% | +20.1% |
| 3M | +7.4% | -25.9% | +33.3% | +10.4% |
| 6M | +38.3% | -13.9% | +52.2% | +37.4% |
| YTD | +22.9% | -14.0% | +36.9% | +21.4% |
| 1Y | +23.0% | -25.7% | +48.7% | +23.1% |
| 3Y | +168.4% | +21.5% | +146.9% | +146.3% |
| 5Y | +53.0% | -68.9% | +122.0% | +54.2% |
| 10Y | +92.6% | +5.2% | +87.4% | +60.2% |
| All | +279.5% | +807.9% | -528.4% | +147.2% |
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