+540.1%
AZN vs AMBA
+831.3%
-291.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | -1.9% | +2.6% | -4.4% | -2.0% |
| 30D | +17.1% | -3.6% | +20.7% | +17.3% |
| 3M | +16.8% | -24.6% | +41.4% | +18.3% |
| 6M | +2.0% | -21.6% | +23.6% | +2.1% |
| YTD | +1.9% | -11.8% | +13.7% | +0.8% |
| 1Y | +5.2% | -33.2% | +38.4% | +5.7% |
| 3Y | +54.8% | +24.5% | +30.3% | +46.3% |
| 5Y | +62.4% | -67.7% | +130.1% | +61.7% |
| 10Y | +335.4% | +4.7% | +330.7% | +282.4% |
| All | +540.1% | +831.3% | -291.2% | +413.8% |
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