+388.5%
TMO vs AMBA
+4.2%
+384.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +2.8% | -2.6% | +5.5% | +3.2% |
| 30D | +9.1% | -10.5% | +19.6% | +10.7% |
| 3M | +19.9% | -26.4% | +46.3% | +24.4% |
| 6M | +54.7% | -20.9% | +75.6% | +55.0% |
| YTD | +24.3% | -14.8% | +39.1% | +22.1% |
| 1Y | +25.0% | -36.1% | +61.1% | +27.7% |
| 3Y | +61.7% | +20.2% | +41.5% | +43.1% |
| 5Y | +16.2% | -67.2% | +83.5% | +16.3% |
| All | +388.5% | +4.2% | +384.3% | +265.7% |
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