+713.8%
MOD vs AMBA
-72.1%
+785.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.2% | -3.6% |
| 7D | -34.2% | -14.6% | -19.6% | -29.8% |
| 30D | -51.9% | -18.8% | -33.1% | -47.7% |
| 3M | -53.0% | -32.6% | -20.4% | -45.5% |
| 6M | -66.4% | -25.8% | -40.5% | -63.9% |
| YTD | -31.5% | -22.1% | -9.4% | -28.7% |
| 1Y | -39.6% | -36.2% | -3.3% | -32.6% |
| 3Y | +116.8% | +10.0% | +106.8% | +89.2% |
| 5Y | +713.8% | -71.6% | +785.4% | +767.3% |
| All | +713.8% | -72.1% | +785.9% | +767.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling