+1,470.8%
MS vs AMBA
+807.9%
+662.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.6% |
| 7D | +2.6% | -8.1% | +10.7% | +4.3% |
| 30D | +2.6% | -10.8% | +13.4% | +4.7% |
| 3M | -10.1% | -25.9% | +15.8% | -5.2% |
| 6M | +4.4% | -13.9% | +18.2% | +3.4% |
| YTD | +11.7% | -14.0% | +25.7% | +9.8% |
| 1Y | +20.9% | -25.7% | +46.6% | +21.5% |
| 3Y | +177.1% | +21.5% | +155.7% | +139.9% |
| 5Y | +127.7% | -68.9% | +196.7% | +138.3% |
| 10Y | +684.1% | +5.2% | +678.9% | +490.8% |
| All | +1,470.8% | +807.9% | +662.9% | +668.8% |
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