+586.8%
SYK vs AMBA
+837.3%
-250.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.3% | -11.0% | +2.6% | -7.2% |
| 30D | -10.1% | -23.2% | +13.1% | -7.5% |
| 3M | +0.9% | -12.7% | +13.6% | +0.4% |
| 6M | -20.2% | +11.2% | -31.4% | -23.6% |
| YTD | -13.3% | -11.2% | -2.1% | -15.1% |
| 1Y | -22.3% | -22.5% | +0.2% | -23.3% |
| 3Y | +9.7% | -1.3% | +11.0% | +1.1% |
| 5Y | +15.4% | -54.2% | +69.6% | +11.2% |
| 10Y | +192.9% | -6.1% | +199.0% | +142.0% |
| All | +586.8% | +837.3% | -250.5% | +367.8% |
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 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