+144.9%
PM vs AMBA
+23.1%
+121.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | -6.6% | -2.6% | -4.0% | -6.7% |
| 30D | -3.4% | -10.5% | +7.0% | -3.8% |
| 3M | +5.3% | -26.4% | +31.8% | +4.3% |
| 6M | +15.5% | -20.9% | +36.4% | +15.4% |
| YTD | +24.3% | -14.8% | +39.0% | +24.2% |
| 1Y | +29.7% | -36.1% | +65.8% | +29.3% |
| 3Y | +144.9% | +20.2% | +124.7% | +136.9% |
| All | +144.9% | +23.1% | +121.8% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling