+475.1%
MULL vs AMBA
-25.6%
+500.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.7% | -12.0% | -12.2% |
| 7D | -35.9% | -8.1% | -27.8% | -30.4% |
| 30D | -47.3% | -10.8% | -36.6% | -41.2% |
| 3M | -30.6% | -25.9% | -4.7% | -9.5% |
| 6M | +13.7% | -13.9% | +27.6% | +21.6% |
| YTD | +272.1% | -14.0% | +286.1% | +280.7% |
| 1Y | +475.1% | -25.7% | +500.7% | +546.9% |
| All | +475.1% | -25.6% | +500.7% | +546.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling