+166.6%
PM vs AMBA
-72.1%
+238.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -4.6% |
| 7D | -3.4% | -14.6% | +11.2% | -3.4% |
| 30D | +5.8% | -18.8% | +24.6% | +5.8% |
| 3M | +6.7% | -32.6% | +39.2% | +6.6% |
| 6M | +19.9% | -25.8% | +45.7% | +19.7% |
| YTD | +27.8% | -22.1% | +49.9% | +27.3% |
| 1Y | +39.4% | -36.2% | +75.6% | +39.3% |
| 3Y | +146.9% | +10.0% | +136.9% | +138.7% |
| 5Y | +166.6% | -71.6% | +238.2% | +153.5% |
| All | +166.6% | -72.1% | +238.7% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling