+37.0%
ABBV vs AMBA
-32.7%
+69.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | +1.4% |
| 7D | -1.2% | -7.2% | +6.0% | -1.7% |
| 30D | +8.0% | -10.4% | +18.4% | +7.3% |
| 3M | +20.2% | -30.1% | +50.3% | +17.6% |
| 6M | +44.0% | -22.4% | +66.4% | +43.3% |
| YTD | +31.3% | -17.3% | +48.7% | +29.3% |
| 1Y | +37.0% | -35.4% | +72.4% | +36.9% |
| All | +37.0% | -32.7% | +69.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling