+167.6%
SYK vs AMBA
+8.8%
+158.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -12.3% | +7.1% | -19.4% | -13.1% |
| 30D | -22.4% | -18.1% | -4.3% | -20.6% |
| 3M | -12.3% | +8.4% | -20.7% | -15.2% |
| 6M | -24.3% | +25.7% | -50.0% | -29.5% |
| YTD | -22.8% | -4.2% | -18.6% | -25.5% |
| 1Y | -28.8% | -18.7% | -10.1% | -30.3% |
| 3Y | -4.0% | +13.3% | -17.3% | -15.2% |
| 5Y | +3.8% | -54.2% | +58.1% | -0.9% |
| All | +167.6% | +8.8% | +158.7% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling