+4.7%
SYK vs AMBA
-50.1%
+54.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.4% | -8.8% | -1.2% |
| 7D | -11.8% | +2.5% | -14.3% | -12.0% |
| 30D | -20.4% | -16.1% | -4.2% | -19.1% |
| 3M | -12.1% | +4.6% | -16.7% | -14.1% |
| 6M | -24.3% | +29.2% | -53.5% | -29.2% |
| YTD | -21.2% | -2.9% | -18.3% | -23.8% |
| 1Y | -29.2% | -18.7% | -10.5% | -30.4% |
| 3Y | -2.1% | +14.9% | -16.9% | -13.2% |
| 5Y | +4.7% | -53.0% | +57.7% | -5.8% |
| All | +4.7% | -50.1% | +54.9% | -5.8% |
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