+20.9%
PFE vs AMBA
+23.1%
-2.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | +5.3% | -10.5% | +15.8% | +5.7% |
| 3M | +10.1% | -26.4% | +36.6% | +11.2% |
| 6M | +18.0% | -20.9% | +38.9% | +17.9% |
| YTD | +25.8% | -14.8% | +40.6% | +24.4% |
| 1Y | +28.4% | -36.1% | +64.5% | +29.4% |
| 3Y | +20.9% | +20.2% | +0.7% | +8.5% |
| All | +20.9% | +23.1% | -2.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling