+41.5%
MO vs AMBA
-32.6%
+74.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.2% | +1.7% |
| 7D | -0.8% | +2.6% | -3.4% | -0.5% |
| 30D | +8.0% | -3.6% | +11.6% | +7.9% |
| 3M | +20.9% | -24.6% | +45.5% | +18.9% |
| 6M | +16.3% | -21.6% | +37.9% | +17.3% |
| YTD | +40.7% | -11.8% | +52.5% | +44.0% |
| 1Y | +41.5% | -33.2% | +74.6% | +43.8% |
| All | +41.5% | -32.6% | +74.0% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling