+101.6%
BSX vs AMBA
+12.8%
+88.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +2.4% |
| 7D | -0.7% | 0.0% | -0.6% | -0.8% |
| 30D | +3.0% | -8.6% | +11.6% | +3.9% |
| 3M | -10.7% | -29.0% | +18.2% | -7.5% |
| 6M | -18.4% | -19.2% | +0.8% | -18.5% |
| YTD | -53.8% | -13.0% | -40.8% | -54.8% |
| 1Y | -56.0% | -31.3% | -24.7% | -55.7% |
| 3Y | -14.4% | +28.1% | -42.6% | -25.5% |
| 5Y | +2.9% | -69.4% | +72.3% | +5.4% |
| 10Y | +101.6% | +7.6% | +93.9% | +43.2% |
| All | +101.6% | +12.8% | +88.7% | +43.2% |
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 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