+220.1%
AZN vs AMBA
+2.6%
+217.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.4% | -10.3% | -2.4% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | -3.1% | -16.1% | +13.1% | -2.1% |
| 3M | -14.4% | +4.6% | -19.1% | -15.5% |
| 6M | -19.5% | +29.2% | -48.7% | -22.3% |
| YTD | -13.8% | -2.9% | -10.9% | -15.2% |
| 1Y | -2.4% | -18.7% | +16.3% | -3.1% |
| 3Y | +21.3% | +14.9% | +6.4% | +14.3% |
| 5Y | +53.6% | -53.0% | +106.6% | +48.2% |
| 10Y | +220.1% | +8.3% | +211.8% | +162.0% |
| All | +220.1% | +2.6% | +217.5% | +162.0% |
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