-30.7%
MUZ vs AMBA
-21.4%
-9.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -9.4% | +43.4% | +25.3% |
| 7D | +79.0% | -14.6% | +93.6% | +60.7% |
| 30D | +104.4% | -18.8% | +123.2% | +79.7% |
| 3M | +27.0% | -32.6% | +59.6% | -0.8% |
| All | -30.7% | -21.4% | -9.4% | -23.2% |
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 · Available span rolling