+41.3%
AMGN vs AMBA
-34.9%
+76.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +0.8% |
| 30D | +12.1% | -10.5% | +22.6% | +11.8% |
| 3M | +12.2% | -26.4% | +38.6% | +11.2% |
| 6M | +42.1% | -20.9% | +63.0% | +41.2% |
| YTD | +45.0% | -14.8% | +59.8% | +41.6% |
| All | +41.3% | -34.9% | +76.1% | +35.4% |
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 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