+232.4%
PM vs AMBA
-0.9%
+233.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.0% |
| 7D | -5.2% | -7.2% | +2.0% | -5.0% |
| 30D | +2.7% | -10.4% | +13.1% | +3.1% |
| 3M | +6.1% | -30.1% | +36.3% | +7.5% |
| 6M | +18.0% | -22.4% | +40.4% | +18.0% |
| YTD | +26.6% | -17.3% | +43.9% | +25.7% |
| 1Y | +36.7% | -35.4% | +72.1% | +37.4% |
| 3Y | +146.0% | +18.6% | +127.4% | +130.8% |
| 5Y | +164.1% | -69.8% | +233.9% | +166.5% |
| All | +232.4% | -0.9% | +233.3% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling