+603.7%
SYK vs AMBA
+796.0%
-192.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -5.0% | +2.7% | -7.7% | -5.3% |
| 30D | +9.9% | -2.2% | +12.1% | +10.0% |
| 3M | -8.9% | -26.6% | +17.7% | -6.3% |
| 6M | +3.1% | -26.8% | +29.9% | +3.7% |
| YTD | -11.1% | -15.1% | +4.0% | -13.0% |
| 1Y | -16.2% | -32.3% | +16.1% | -15.8% |
| 3Y | +13.2% | +19.8% | -6.6% | +1.0% |
| 5Y | +23.5% | -69.2% | +92.7% | +24.4% |
| 10Y | +213.3% | +0.8% | +212.6% | +157.0% |
| All | +603.7% | +796.0% | -192.2% | +379.3% |
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 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