+333.8%
TMO vs AMBA
+2.6%
+331.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -7.9% | -0.7% |
| 7D | -0.5% | +2.5% | -2.9% | -0.9% |
| 30D | +1.0% | -16.1% | +17.1% | +3.3% |
| 3M | +22.7% | +4.6% | +18.1% | +19.8% |
| 6M | +19.0% | +29.2% | -10.2% | +11.0% |
| YTD | +4.7% | -2.9% | +7.6% | +1.4% |
| 1Y | +26.0% | -18.7% | +44.7% | +24.1% |
| 3Y | +18.0% | +14.9% | +3.1% | +5.6% |
| 5Y | +8.0% | -53.0% | +61.0% | +2.6% |
| 10Y | +333.8% | +8.3% | +325.4% | +229.2% |
| All | +333.8% | +2.6% | +331.2% | +229.2% |
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