-0.2%
AZN vs AMBA
-21.5%
+21.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -3.1% | +7.1% | -10.2% | -2.9% |
| 30D | +0.6% | -18.1% | +18.7% | +0.1% |
| 3M | -10.8% | +8.4% | -19.2% | -11.2% |
| 6M | -18.1% | +25.7% | -43.8% | -20.0% |
| YTD | -12.3% | -4.2% | -8.1% | -13.3% |
| 1Y | -0.2% | -18.7% | +18.5% | -0.6% |
| All | -0.2% | -21.5% | +21.3% | -0.6% |
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