+739.1%
TMUS vs AMBA
+807.9%
-68.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.2% |
| 7D | +7.5% | -8.1% | +15.6% | +8.2% |
| 30D | -3.3% | -10.8% | +7.4% | -2.7% |
| 3M | -9.7% | -25.9% | +16.3% | -7.7% |
| 6M | -17.2% | -13.9% | -3.4% | -18.2% |
| YTD | -20.3% | -14.0% | -6.3% | -21.9% |
| 1Y | -21.2% | -25.7% | +4.5% | -21.9% |
| 3Y | +13.5% | +21.5% | -7.9% | +1.2% |
| 5Y | +36.5% | -68.9% | +105.4% | +37.6% |
| 10Y | +239.2% | +5.2% | +234.0% | +161.7% |
| All | +739.1% | +807.9% | -68.8% | +361.4% |
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