+43.1%
MOD vs AMBA
-20.7%
+63.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +9.6% | -11.0% | +20.5% | +14.3% |
| 30D | 0.0% | -23.2% | +23.2% | +10.2% |
| 3M | -35.4% | -12.7% | -22.7% | -33.8% |
| 6M | -7.3% | +11.2% | -18.5% | -17.6% |
| YTD | +45.8% | -11.2% | +57.0% | +39.5% |
| 1Y | +43.1% | -22.5% | +65.7% | +43.8% |
| All | +43.1% | -20.7% | +63.8% | +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