+154.5%
AMGN vs AMBA
-70.4%
+224.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.2% |
| 7D | -1.2% | -7.2% | +6.0% | -0.9% |
| 30D | +11.5% | -10.4% | +21.8% | +11.8% |
| 3M | +14.4% | -30.1% | +44.5% | +15.8% |
| 6M | +40.9% | -22.4% | +63.4% | +40.9% |
| YTD | +43.5% | -17.3% | +60.9% | +42.5% |
| 1Y | +49.9% | -35.4% | +85.3% | +50.5% |
| 3Y | +84.6% | +18.6% | +66.0% | +75.7% |
| All | +154.5% | -70.4% | +224.9% | +150.7% |
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