+285.7%
PM vs AMBA
+837.3%
-551.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -4.9% | -11.0% | +6.1% | -4.4% |
| 30D | -3.4% | -23.2% | +19.8% | -2.3% |
| 3M | +5.2% | -12.7% | +17.9% | +5.1% |
| 6M | +3.7% | +11.2% | -7.5% | +1.9% |
| YTD | +15.8% | -11.2% | +27.0% | +14.9% |
| 1Y | +17.4% | -22.5% | +39.9% | +16.9% |
| 3Y | +116.9% | -1.3% | +118.2% | +108.7% |
| 5Y | +117.3% | -54.2% | +171.5% | +112.1% |
| 10Y | +193.8% | -6.1% | +199.9% | +158.8% |
| All | +285.7% | +837.3% | -551.6% | +182.4% |
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