+106.8%
MRK vs AMBA
-70.4%
+177.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -0.1% |
| 7D | -1.9% | -7.2% | +5.4% | -1.9% |
| 30D | +2.8% | -10.4% | +13.1% | +2.8% |
| 3M | +15.0% | -30.1% | +45.1% | +15.0% |
| 6M | +30.9% | -22.4% | +53.3% | +30.8% |
| YTD | +42.3% | -17.3% | +59.6% | +41.9% |
| 1Y | +76.1% | -35.4% | +111.5% | +76.2% |
| 3Y | +54.1% | +18.6% | +35.5% | +52.3% |
| All | +106.8% | -70.4% | +177.2% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling