+209.9%
AMGN vs AMBA
-5.3%
+215.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.9% | -11.0% | -10.1% |
| 7D | -10.3% | -6.4% | -3.8% | -9.9% |
| 30D | -3.8% | -26.8% | +23.1% | -1.8% |
| 3M | +14.4% | -7.6% | +22.0% | +14.0% |
| 6M | +7.8% | +21.2% | -13.4% | +4.4% |
| YTD | +22.6% | -10.4% | +33.0% | +21.1% |
| 1Y | +44.2% | -24.4% | +68.6% | +43.7% |
| 3Y | +65.8% | +6.0% | +59.8% | +56.5% |
| 5Y | +108.0% | -53.9% | +161.9% | +101.6% |
| 10Y | +209.9% | -6.2% | +216.0% | +147.1% |
| All | +209.9% | -5.3% | +215.1% | +147.1% |
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