+30.9%
MRK vs AMBA
-23.1%
+54.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | +0.2% |
| 7D | -1.9% | -7.2% | +5.4% | -2.2% |
| 30D | +2.8% | -10.4% | +13.1% | +2.3% |
| 3M | +15.0% | -30.1% | +45.1% | +12.7% |
| 6M | +30.9% | -22.4% | +53.3% | +30.3% |
| All | +30.9% | -23.1% | +54.0% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling