+130.8%
AMGN vs AMBA
-54.5%
+185.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +1.1% | -11.0% | +12.1% | +1.5% |
| 30D | +7.8% | -23.2% | +31.0% | +8.9% |
| 3M | +27.3% | -12.7% | +40.0% | +27.2% |
| 6M | +16.8% | +11.2% | +5.6% | +14.8% |
| YTD | +36.3% | -11.2% | +47.5% | +35.1% |
| 1Y | +60.4% | -22.5% | +83.0% | +59.7% |
| 3Y | +86.3% | -1.3% | +87.7% | +78.8% |
| All | +130.8% | -54.5% | +185.3% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling