+364.4%
BDX vs AMBA
+810.0%
-445.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.7% |
| 7D | +1.0% | +10.7% | -9.7% | +0.4% |
| 30D | +15.1% | -5.0% | +20.2% | +15.4% |
| 3M | +18.2% | -26.9% | +45.1% | +20.2% |
| 6M | +48.1% | -21.9% | +70.0% | +48.3% |
| YTD | +44.1% | -13.8% | +57.9% | +42.6% |
| 1Y | +46.4% | -36.1% | +82.5% | +47.7% |
| 3Y | +24.4% | +21.6% | +2.7% | +16.9% |
| 5Y | +26.1% | -68.8% | +94.8% | +26.1% |
| 10Y | +93.3% | +2.3% | +90.9% | +65.6% |
| All | +364.4% | +810.0% | -445.6% | +208.6% |
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 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