-38.2%
MULL vs AMBA
-23.1%
-15.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.1% | +3.0% | +3.4% |
| 7D | -42.7% | -7.2% | -35.5% | -36.3% |
| 30D | -63.8% | -10.4% | -53.4% | -58.1% |
| 3M | -49.0% | -30.1% | -18.9% | -28.4% |
| 6M | -38.2% | -22.4% | -15.7% | -21.0% |
| All | -38.2% | -23.1% | -15.1% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling