-42.0%
MOH vs AMBA
+21.7%
-63.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.2% |
| 7D | +0.2% | +2.7% | -2.4% | +0.3% |
| 30D | +0.1% | -2.2% | +2.3% | +0.1% |
| 3M | +1.8% | -26.6% | +28.5% | +1.5% |
| 6M | +9.1% | -26.8% | +35.9% | +8.9% |
| YTD | +20.7% | -15.1% | +35.8% | +21.4% |
| 1Y | +51.3% | -32.3% | +83.5% | +51.8% |
| 3Y | -42.0% | +19.8% | -61.8% | -41.8% |
| All | -42.0% | +21.7% | -63.7% | -41.8% |
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 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