+2,641.7%
MOD vs AMBA
+837.3%
+1,804.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +9.6% | -11.0% | +20.5% | +13.1% |
| 30D | 0.0% | -23.2% | +23.2% | +7.7% |
| 3M | -35.4% | -12.7% | -22.7% | -34.1% |
| 6M | -7.3% | +11.2% | -18.5% | -12.4% |
| YTD | +45.8% | -11.2% | +57.0% | +45.8% |
| 1Y | +43.1% | -22.5% | +65.7% | +47.4% |
| 3Y | +297.7% | -1.3% | +299.0% | +274.0% |
| 5Y | +1,478.8% | -54.2% | +1,532.9% | +1,531.3% |
| 10Y | +1,633.4% | -6.1% | +1,639.5% | +1,284.5% |
| All | +2,641.7% | +837.3% | +1,804.4% | +1,286.8% |
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 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