-25.1%
MOH vs AMBA
-53.5%
+28.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | -3.3% | -6.4% | +3.1% | -3.2% |
| 30D | -0.1% | -26.8% | +26.8% | +0.8% |
| 3M | -1.1% | -7.6% | +6.6% | -1.1% |
| 6M | +35.9% | +21.2% | +14.7% | +34.5% |
| YTD | +13.1% | -10.4% | +23.5% | +12.9% |
| 1Y | +11.8% | -24.4% | +36.2% | +11.9% |
| 3Y | -38.7% | +6.0% | -44.7% | -40.7% |
| 5Y | -25.1% | -53.9% | +28.8% | -23.2% |
| All | -25.1% | -53.5% | +28.4% | -23.2% |
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