+603.7%
ABBV vs AMBA
+12.8%
+590.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | +1.5% | 0.0% | +1.6% | +1.5% |
| 30D | +6.7% | -8.6% | +15.3% | +7.1% |
| 3M | +19.9% | -29.0% | +48.9% | +21.7% |
| 6M | +47.5% | -19.2% | +66.7% | +47.2% |
| YTD | +32.2% | -13.0% | +45.2% | +30.8% |
| 1Y | +37.8% | -31.3% | +69.1% | +38.2% |
| 3Y | +134.8% | +28.1% | +106.6% | +119.8% |
| 5Y | +203.0% | -69.4% | +272.4% | +207.3% |
| 10Y | +603.7% | +7.6% | +596.1% | +445.6% |
| All | +603.7% | +12.8% | +590.9% | +445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling