+30.8%
ABBV vs AMBA
-35.5%
+66.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.1% |
| 7D | +1.3% | +2.7% | -1.4% | +1.5% |
| 30D | +4.7% | -2.2% | +6.9% | +4.6% |
| 3M | +18.3% | -26.6% | +45.0% | +16.0% |
| 6M | +43.4% | -26.8% | +70.2% | +42.5% |
| YTD | +33.0% | -15.1% | +48.1% | +30.9% |
| 1Y | +30.8% | -32.3% | +63.1% | +30.0% |
| All | +30.8% | -35.5% | +66.3% | +30.0% |
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