+1,288.2%
MOD vs AMBA
+807.9%
+480.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.7% | -19.7% | -20.9% |
| 7D | -31.3% | -8.1% | -23.3% | -29.5% |
| 30D | -46.1% | -10.8% | -35.4% | -44.2% |
| 3M | -51.1% | -25.9% | -25.2% | -46.8% |
| 6M | -62.1% | -13.9% | -48.2% | -61.5% |
| YTD | -26.2% | -14.0% | -12.2% | -25.4% |
| 1Y | -32.6% | -25.7% | -6.9% | -29.4% |
| 3Y | +133.8% | +21.5% | +112.4% | +109.9% |
| 5Y | +792.8% | -68.9% | +861.7% | +911.0% |
| 10Y | +959.8% | +5.2% | +954.6% | +735.6% |
| All | +1,288.2% | +807.9% | +480.3% | +609.3% |
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 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