-8.6%
BDX vs AMBA
-1.0%
-7.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | -2.5% | -11.0% | +8.4% | -2.1% |
| 30D | +8.3% | -23.2% | +31.4% | +9.4% |
| 3M | +24.4% | -12.7% | +37.1% | +24.1% |
| 6M | +9.2% | +11.2% | -2.0% | +5.7% |
| YTD | +22.7% | -11.2% | +33.9% | +21.0% |
| 1Y | +25.9% | -22.5% | +48.4% | +24.9% |
| All | -8.6% | -1.0% | -7.7% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling