+84.8%
MRK vs AMBA
-20.7%
+105.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +1.3% | -11.0% | +12.3% | +1.0% |
| 30D | +17.1% | -23.2% | +40.3% | +16.2% |
| 3M | +25.9% | -12.7% | +38.6% | +25.6% |
| 6M | +26.8% | +11.2% | +15.6% | +26.0% |
| YTD | +44.9% | -11.2% | +56.1% | +44.4% |
| 1Y | +84.8% | -22.5% | +107.4% | +85.0% |
| All | +84.8% | -20.7% | +105.5% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling