+384.3%
MO vs AMBA
+837.3%
-452.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.3% | -11.0% | +11.3% | +0.6% |
| 30D | +0.6% | -23.2% | +23.8% | +1.2% |
| 3M | -1.0% | -12.7% | +11.7% | -1.0% |
| 6M | +4.3% | +11.2% | -6.9% | +3.5% |
| YTD | +23.3% | -11.2% | +34.5% | +22.9% |
| 1Y | +10.5% | -22.5% | +33.0% | +10.3% |
| 3Y | +96.3% | -1.3% | +97.6% | +91.8% |
| 5Y | +98.9% | -54.2% | +153.0% | +96.2% |
| 10Y | +103.6% | -6.1% | +109.7% | +86.9% |
| All | +384.3% | +837.3% | -452.9% | +268.2% |
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