+1,003.9%
TMO vs AMBA
+837.3%
+166.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.4% | -11.0% | +9.6% | +0.1% |
| 30D | +6.2% | -23.2% | +29.4% | +9.6% |
| 3M | +27.5% | -12.7% | +40.2% | +27.5% |
| 6M | +20.0% | +11.2% | +8.7% | +14.9% |
| YTD | +6.1% | -11.2% | +17.4% | +4.3% |
| 1Y | +25.8% | -22.5% | +48.4% | +24.9% |
| 3Y | +11.2% | -1.3% | +12.5% | +3.0% |
| 5Y | +9.6% | -54.2% | +63.7% | +5.7% |
| 10Y | +317.8% | -6.1% | +323.9% | +242.1% |
| All | +1,003.9% | +837.3% | +166.7% | +590.4% |
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