+11,588.1%
MU vs AMBA
+722.2%
+10,865.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.4% | -8.0% | -14.0% |
| 7D | -29.7% | -14.6% | -15.2% | -25.1% |
| 30D | -37.2% | -18.8% | -18.4% | -31.9% |
| 3M | -26.5% | -32.6% | +6.1% | -15.2% |
| 6M | +2.6% | -25.8% | +28.4% | +11.0% |
| YTD | +130.1% | -22.1% | +152.3% | +142.8% |
| 1Y | +176.7% | -36.2% | +212.9% | +210.4% |
| 3Y | +813.1% | +10.0% | +803.1% | +717.8% |
| 5Y | +822.0% | -71.6% | +893.5% | +1,053.6% |
| 10Y | +3,936.2% | -4.7% | +3,940.9% | +2,997.1% |
| All | +11,588.1% | +722.2% | +10,865.8% | +5,260.4% |
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