+27.6%
SYK vs AMBA
-66.8%
+94.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.4% |
| 30D | +12.8% | -3.6% | +16.4% | +13.0% |
| 3M | -8.1% | -24.6% | +16.5% | -6.1% |
| 6M | +13.5% | -21.6% | +35.1% | +13.3% |
| YTD | -8.5% | -11.8% | +3.3% | -11.0% |
| 1Y | -11.4% | -33.2% | +21.8% | -10.6% |
| 3Y | +20.0% | +24.5% | -4.5% | +3.6% |
| 5Y | +27.6% | -67.7% | +95.2% | +22.6% |
| All | +27.6% | -66.8% | +94.3% | +22.6% |
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