+57.5%
BMY vs AMBA
+12.8%
+44.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.2% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +5.1% | -8.6% | +13.7% | +5.4% |
| 3M | -3.0% | -29.0% | +26.0% | -1.9% |
| 6M | +13.1% | -19.2% | +32.3% | +12.9% |
| YTD | +20.3% | -13.0% | +33.3% | +19.3% |
| 1Y | +39.0% | -31.3% | +70.3% | +39.3% |
| 3Y | +42.0% | +28.1% | +13.8% | +34.4% |
| 5Y | +28.5% | -69.4% | +98.0% | +30.5% |
| 10Y | +57.5% | +7.6% | +49.9% | +26.6% |
| All | +57.5% | +12.8% | +44.7% | +26.6% |
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 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