+17,999.1%
MU vs AMBA
+837.3%
+17,161.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +9.0% | -11.0% | +19.9% | +13.5% |
| 30D | +13.8% | -23.2% | +37.0% | +24.8% |
| 3M | +2.1% | -12.7% | +14.8% | +5.1% |
| 6M | +153.8% | +11.2% | +142.6% | +137.1% |
| YTD | +256.4% | -11.2% | +267.6% | +257.3% |
| 1Y | +719.8% | -22.5% | +742.3% | +753.7% |
| 3Y | +1,360.4% | -1.3% | +1,361.7% | +1,239.8% |
| 5Y | +1,312.4% | -54.2% | +1,366.6% | +1,398.2% |
| 10Y | +6,142.6% | -6.1% | +6,148.7% | +4,599.7% |
| All | +17,999.1% | +837.3% | +17,161.9% | +7,787.0% |
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