+3.1%
MUB vs AMBA
-72.1%
+75.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.9% | +0.5% |
| 7D | +0.9% | -14.6% | +15.5% | +1.0% |
| 30D | +3.8% | -18.8% | +22.5% | +3.9% |
| 3M | -0.7% | -32.6% | +31.9% | -0.4% |
| 6M | -0.8% | -25.8% | +25.0% | -0.7% |
| YTD | 0.0% | -22.1% | +22.1% | 0.0% |
| 1Y | +0.6% | -36.2% | +36.8% | +0.8% |
| 3Y | +11.4% | +10.0% | +1.4% | +10.4% |
| 5Y | +3.1% | -71.6% | +74.6% | +2.1% |
| All | +3.1% | -72.1% | +75.1% | +2.1% |
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