+49.9%
BIIB vs AMBA
+837.3%
-787.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +1.1% | -11.0% | +12.0% | +2.5% |
| 30D | +6.9% | -23.2% | +30.0% | +10.3% |
| 3M | +12.4% | -12.7% | +25.1% | +12.2% |
| 6M | +16.3% | +11.2% | +5.1% | +11.2% |
| YTD | +25.5% | -11.2% | +36.7% | +23.0% |
| 1Y | +57.8% | -22.5% | +80.3% | +56.3% |
| 3Y | -17.3% | -1.3% | -16.0% | -24.1% |
| 5Y | -33.8% | -54.2% | +20.4% | -36.6% |
| 10Y | -29.6% | -6.1% | -23.5% | -44.6% |
| All | +49.9% | +837.3% | -787.3% | -8.2% |
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