+65.7%
AMGN vs AMBA
-25.6%
+91.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +3.7% |
| 7D | +5.9% | -8.1% | +14.0% | +5.6% |
| 30D | +18.7% | -10.8% | +29.5% | +18.4% |
| 3M | +23.4% | -25.9% | +49.3% | +22.6% |
| 6M | +49.7% | -13.9% | +63.6% | +48.6% |
| YTD | +49.2% | -14.0% | +63.2% | +45.8% |
| 1Y | +65.7% | -25.7% | +91.4% | +62.8% |
| All | +65.7% | -25.6% | +91.3% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling