+624.5%
SYK vs AMBA
+831.3%
-206.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.1% |
| 7D | -6.1% | +2.6% | -8.7% | -6.5% |
| 30D | +12.8% | -3.6% | +16.4% | +13.0% |
| 3M | -8.1% | -24.6% | +16.5% | -5.8% |
| 6M | +13.5% | -21.6% | +35.1% | +13.3% |
| YTD | -8.5% | -11.8% | +3.3% | -10.8% |
| 1Y | -11.4% | -33.2% | +21.8% | -10.8% |
| 3Y | +20.0% | +24.5% | -4.5% | +6.7% |
| 5Y | +27.6% | -67.7% | +95.2% | +27.8% |
| 10Y | +222.6% | +4.7% | +217.8% | +163.5% |
| All | +624.5% | +831.3% | -206.8% | +391.5% |
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