+146.1%
MO vs AMBA
+4.3%
+141.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -0.8% | -2.7% | +1.9% | -0.8% |
| 30D | +6.5% | -10.5% | +17.0% | +6.6% |
| 3M | +18.3% | -26.4% | +44.8% | +18.8% |
| 6M | +15.6% | -20.9% | +36.5% | +15.6% |
| YTD | +38.8% | -14.8% | +53.6% | +38.4% |
| 1Y | +41.6% | -36.1% | +77.7% | +42.2% |
| 3Y | +138.2% | +20.2% | +118.0% | +129.7% |
| 5Y | +150.5% | -67.2% | +217.7% | +152.6% |
| 10Y | +146.1% | +4.9% | +141.1% | +114.7% |
| All | +146.1% | +4.3% | +141.7% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling