+229.6%
MRK vs AMBA
+12.8%
+216.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +2.2% | -8.6% | +10.8% | +2.4% |
| 3M | +16.4% | -29.0% | +45.3% | +17.4% |
| 6M | +35.3% | -19.2% | +54.5% | +35.3% |
| YTD | +44.2% | -13.0% | +57.2% | +43.4% |
| 1Y | +77.5% | -31.3% | +108.7% | +77.9% |
| 3Y | +59.2% | +28.1% | +31.1% | +53.1% |
| 5Y | +109.6% | -69.4% | +179.0% | +111.6% |
| 10Y | +229.6% | +7.6% | +222.0% | +181.4% |
| All | +229.6% | +12.8% | +216.8% | +181.4% |
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