+126.0%
PFE vs AMBA
+722.2%
-596.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.5% | -2.4% |
| 7D | -0.2% | -14.6% | +14.3% | +0.7% |
| 30D | +8.7% | -18.8% | +27.5% | +9.9% |
| 3M | +15.8% | -32.6% | +48.4% | +18.3% |
| 6M | +16.8% | -25.8% | +42.6% | +17.4% |
| YTD | +26.2% | -22.1% | +48.3% | +25.9% |
| 1Y | +29.9% | -36.2% | +66.1% | +31.1% |
| 3Y | +15.9% | +10.0% | +5.9% | +10.2% |
| 5Y | -20.6% | -71.6% | +50.9% | -20.1% |
| 10Y | +65.4% | -4.7% | +70.1% | +43.2% |
| All | +126.0% | +722.2% | -596.2% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling