-1.7%
SYK vs AMBA
+5.1%
-6.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -8.8% |
| 7D | -12.9% | -6.4% | -6.5% | -12.7% |
| 30D | -18.5% | -26.8% | +8.4% | -17.7% |
| 3M | -8.1% | -7.6% | -0.5% | -8.7% |
| 6M | -23.8% | +21.2% | -45.0% | -26.9% |
| YTD | -20.9% | -10.4% | -10.5% | -22.3% |
| 1Y | -29.0% | -24.4% | -4.5% | -29.5% |
| 3Y | -1.7% | +6.0% | -7.7% | -6.3% |
| All | -1.7% | +5.1% | -6.8% | -6.3% |
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 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