+443.8%
MO vs AMBA
+772.6%
-328.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -2.0% |
| 7D | -2.4% | -7.2% | +4.8% | -2.3% |
| 30D | +9.7% | -10.4% | +20.1% | +9.9% |
| 3M | +14.1% | -30.1% | +44.3% | +14.8% |
| 6M | +11.9% | -22.4% | +34.3% | +11.9% |
| YTD | +38.4% | -17.3% | +55.8% | +38.0% |
| 1Y | +41.9% | -35.4% | +77.3% | +42.4% |
| 3Y | +134.5% | +18.6% | +115.9% | +126.8% |
| 5Y | +147.3% | -69.8% | +217.1% | +148.9% |
| 10Y | +135.2% | +1.1% | +134.1% | +115.1% |
| All | +443.8% | +772.6% | -328.8% | +313.6% |
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