+229.0%
MRK vs AMBA
+0.6%
+228.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | 0.0% | +10.7% | -10.7% | -0.3% |
| 30D | +3.5% | -5.0% | +8.5% | +3.6% |
| 3M | +11.2% | -26.9% | +38.1% | +12.1% |
| 6M | +32.5% | -21.9% | +54.4% | +32.6% |
| YTD | +42.5% | -13.8% | +56.3% | +41.7% |
| 1Y | +65.4% | -36.1% | +101.5% | +66.3% |
| 3Y | +58.8% | +21.6% | +37.2% | +53.0% |
| 5Y | +103.9% | -68.8% | +172.6% | +105.5% |
| All | +229.0% | +0.6% | +228.3% | +179.5% |
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