-21.5%
PFE vs AMBA
-70.4%
+49.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.8% | -1.9% |
| 7D | -3.7% | -7.2% | +3.5% | -3.4% |
| 30D | +5.0% | -10.4% | +15.3% | +5.4% |
| 3M | +12.2% | -30.1% | +42.3% | +13.7% |
| 6M | +14.6% | -22.4% | +37.0% | +14.7% |
| YTD | +24.1% | -17.3% | +41.5% | +23.3% |
| 1Y | +26.6% | -35.4% | +62.0% | +27.3% |
| 3Y | +14.3% | +18.6% | -4.3% | +9.0% |
| All | -21.5% | -70.4% | +49.0% | -28.2% |
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