+38.4%
ABBV vs AMBA
-34.6%
+73.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +2.8% | -2.7% | +5.4% | +2.6% |
| 30D | +7.0% | -10.5% | +17.4% | +6.2% |
| 3M | +19.2% | -26.4% | +45.7% | +17.0% |
| 6M | +47.8% | -20.9% | +68.7% | +47.3% |
| YTD | +32.5% | -14.8% | +47.3% | +30.6% |
| 1Y | +38.4% | -36.1% | +74.5% | +38.8% |
| All | +38.4% | -34.6% | +73.0% | +38.8% |
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 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