+57.7%
BDX vs AMBA
-9.0%
+66.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | -2.5% | -11.0% | +8.4% | -1.8% |
| 30D | +8.3% | -23.2% | +31.4% | +10.0% |
| 3M | +24.4% | -12.7% | +37.1% | +24.2% |
| 6M | +9.2% | +11.2% | -2.0% | +6.4% |
| YTD | +22.7% | -11.2% | +33.9% | +21.4% |
| 1Y | +25.9% | -22.5% | +48.4% | +25.2% |
| 3Y | -10.5% | -1.3% | -9.2% | -14.6% |
| 5Y | +1.9% | -54.2% | +56.1% | -1.7% |
| All | +57.7% | -9.0% | +66.7% | +33.7% |
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