+34.9%
ABBV vs AMBA
-32.6%
+67.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | +0.2% |
| 30D | +5.6% | -3.6% | +9.2% | +5.4% |
| 3M | +18.7% | -24.6% | +43.3% | +16.6% |
| 6M | +47.4% | -21.6% | +69.0% | +47.0% |
| YTD | +33.0% | -11.8% | +44.8% | +31.3% |
| 1Y | +34.9% | -33.2% | +68.1% | +35.5% |
| All | +34.9% | -32.6% | +67.5% | +35.5% |
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 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