+906.4%
MOD vs AMBA
-0.9%
+907.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +3.6% |
| 7D | -25.5% | -7.2% | -18.3% | -23.4% |
| 30D | -49.0% | -10.4% | -38.6% | -46.9% |
| 3M | -49.8% | -30.1% | -19.7% | -43.4% |
| 6M | -64.8% | -22.4% | -42.3% | -63.0% |
| YTD | -27.6% | -17.3% | -10.3% | -26.1% |
| 1Y | -35.2% | -35.4% | +0.2% | -28.6% |
| 3Y | +137.1% | +18.6% | +118.5% | +108.3% |
| 5Y | +760.3% | -69.8% | +830.1% | +889.1% |
| All | +906.4% | -0.9% | +907.2% | +637.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling