+68.5%
BMY vs AMBA
-0.9%
+69.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -1.8% |
| 7D | -0.5% | -7.2% | +6.7% | -0.3% |
| 30D | +4.1% | -10.4% | +14.5% | +4.4% |
| 3M | -2.1% | -30.1% | +28.0% | -1.0% |
| 6M | +12.2% | -22.4% | +34.6% | +12.2% |
| YTD | +20.3% | -17.3% | +37.7% | +19.5% |
| 1Y | +39.2% | -35.4% | +74.6% | +39.8% |
| 3Y | +35.6% | +18.6% | +17.0% | +28.8% |
| 5Y | +28.6% | -69.8% | +98.4% | +30.2% |
| All | +68.5% | -0.9% | +69.4% | +35.9% |
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