+346.4%
PM vs AMBA
+807.9%
-461.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | +4.3% | -8.1% | +12.3% | +4.6% |
| 30D | +11.5% | -10.8% | +22.2% | +11.9% |
| 3M | +13.0% | -25.9% | +39.0% | +14.3% |
| 6M | +25.9% | -13.9% | +39.8% | +25.3% |
| YTD | +34.0% | -14.0% | +48.0% | +33.0% |
| 1Y | +46.9% | -25.7% | +72.6% | +46.6% |
| 3Y | +158.9% | +21.5% | +137.4% | +145.2% |
| 5Y | +181.3% | -68.9% | +250.3% | +182.3% |
| 10Y | +258.7% | +5.2% | +253.5% | +214.1% |
| All | +346.4% | +807.9% | -461.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling