+227.3%
MRK vs AMBA
+7.9%
+219.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.7% |
| 7D | -2.1% | +2.6% | -4.7% | -2.2% |
| 30D | +1.2% | -3.6% | +4.8% | +1.2% |
| 3M | +13.5% | -24.6% | +38.1% | +14.3% |
| 6M | +34.0% | -21.6% | +55.6% | +34.1% |
| YTD | +42.7% | -11.8% | +54.5% | +41.8% |
| 1Y | +66.6% | -33.2% | +99.8% | +67.2% |
| 3Y | +59.1% | +24.5% | +34.6% | +53.1% |
| 5Y | +104.1% | -67.7% | +171.8% | +105.5% |
| 10Y | +227.3% | +4.7% | +222.6% | +177.7% |
| All | +227.3% | +7.9% | +219.4% | +177.7% |
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