+134.5%
MO vs AMBA
+16.7%
+117.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -1.5% |
| 7D | -2.4% | -7.2% | +4.8% | -2.9% |
| 30D | +9.7% | -10.4% | +20.1% | +9.1% |
| 3M | +14.1% | -30.1% | +44.3% | +12.1% |
| 6M | +11.9% | -22.4% | +34.3% | +11.8% |
| YTD | +38.4% | -17.3% | +55.8% | +39.3% |
| 1Y | +41.9% | -35.4% | +77.3% | +41.5% |
| 3Y | +134.5% | +18.6% | +115.9% | +135.5% |
| All | +134.5% | +16.7% | +117.8% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling