+141.9%
MOD vs AMBA
+21.5%
+120.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.7% | -19.7% | -20.7% |
| 7D | -31.3% | -8.1% | -23.3% | -28.5% |
| 30D | -46.1% | -10.8% | -35.4% | -43.3% |
| 3M | -51.1% | -25.9% | -25.2% | -44.5% |
| 6M | -62.1% | -13.9% | -48.2% | -61.9% |
| YTD | -26.2% | -14.0% | -12.2% | -27.0% |
| 1Y | -32.6% | -25.7% | -6.9% | -29.5% |
| All | +141.9% | +21.5% | +120.5% | +90.3% |
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