+160.1%
AMGN vs AMBA
-69.7%
+229.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.1% | +2.7% | -1.5% | +1.0% |
| 30D | +9.3% | -2.2% | +11.5% | +9.3% |
| 3M | +12.1% | -26.6% | +38.7% | +13.2% |
| 6M | +40.3% | -26.8% | +67.0% | +40.8% |
| YTD | +45.2% | -15.1% | +60.3% | +43.9% |
| 1Y | +42.4% | -32.3% | +74.7% | +42.7% |
| 3Y | +91.0% | +19.8% | +71.2% | +81.6% |
| All | +160.1% | -69.7% | +229.9% | +155.4% |
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 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