+461.5%
AZN vs AMBA
+837.3%
-375.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | 0.0% | -11.0% | +11.0% | +0.6% |
| 30D | +0.7% | -23.2% | +23.9% | +2.1% |
| 3M | -10.5% | -12.7% | +2.2% | -10.6% |
| 6M | -19.3% | +11.2% | -30.5% | -20.9% |
| YTD | -10.6% | -11.2% | +0.6% | -11.4% |
| 1Y | +0.5% | -22.5% | +23.1% | +0.1% |
| 3Y | +25.9% | -1.3% | +27.2% | +21.0% |
| 5Y | +52.4% | -54.2% | +106.6% | +48.4% |
| 10Y | +220.8% | -6.1% | +227.0% | +183.5% |
| All | +461.5% | +837.3% | -375.8% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling