+386.6%
TMO vs AMBA
-0.9%
+387.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | +0.8% | +2.7% | -1.9% | +0.4% |
| 30D | +4.0% | -2.2% | +6.2% | +4.2% |
| 3M | +17.6% | -26.6% | +44.2% | +22.1% |
| 6M | +57.3% | -26.8% | +84.0% | +59.5% |
| YTD | +21.2% | -15.1% | +36.3% | +19.1% |
| 1Y | +21.1% | -32.3% | +53.4% | +22.7% |
| 3Y | +58.8% | +19.8% | +39.0% | +40.6% |
| 5Y | +11.8% | -69.2% | +81.1% | +13.0% |
| All | +386.6% | -0.9% | +387.5% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling