+202.1%
ABBV vs AMBA
-66.8%
+268.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | +5.6% | -3.6% | +9.2% | +5.6% |
| 3M | +18.7% | -24.6% | +43.3% | +18.9% |
| 6M | +47.4% | -21.6% | +69.0% | +47.4% |
| YTD | +33.0% | -11.8% | +44.8% | +32.2% |
| 1Y | +34.9% | -33.2% | +68.1% | +35.3% |
| 3Y | +135.2% | +24.5% | +110.7% | +127.8% |
| 5Y | +202.1% | -67.7% | +269.7% | +192.5% |
| All | +202.1% | -66.8% | +268.8% | +192.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling