+527.6%
GILD vs AMBA
+925.3%
-397.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -1.2% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | +9.5% | -16.1% | +25.6% | +10.7% |
| 3M | +16.8% | +4.6% | +12.2% | +15.3% |
| 6M | +0.6% | +29.2% | -28.6% | -2.9% |
| YTD | +20.1% | -2.9% | +23.0% | +18.1% |
| 1Y | +29.1% | -18.7% | +47.8% | +28.0% |
| 3Y | +111.5% | +14.9% | +96.6% | +98.9% |
| 5Y | +147.6% | -53.0% | +200.6% | +140.5% |
| 10Y | +165.9% | +8.3% | +157.6% | +121.2% |
| All | +527.6% | +925.3% | -397.7% | +330.6% |
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