+325.7%
PM vs AMBA
+722.2%
-396.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -4.2% |
| 7D | -3.4% | -14.6% | +11.2% | -2.7% |
| 30D | +5.8% | -18.8% | +24.6% | +6.6% |
| 3M | +6.7% | -32.6% | +39.2% | +8.2% |
| 6M | +19.9% | -25.8% | +45.7% | +20.1% |
| YTD | +27.8% | -22.1% | +49.9% | +27.3% |
| 1Y | +39.4% | -36.2% | +75.6% | +40.1% |
| 3Y | +146.9% | +10.0% | +136.9% | +134.8% |
| 5Y | +166.6% | -71.6% | +238.2% | +168.4% |
| 10Y | +242.1% | -4.7% | +246.8% | +200.8% |
| All | +325.7% | +722.2% | -396.5% | +212.9% |
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 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