+1,351.1%
ABBV vs AMBA
+409.7%
+941.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +2.2% | +10.7% | -8.5% | +1.5% |
| 30D | +8.0% | -5.0% | +13.0% | +8.2% |
| 3M | +19.1% | -26.9% | +46.0% | +21.1% |
| 6M | +43.5% | -21.9% | +65.5% | +43.7% |
| YTD | +32.7% | -13.8% | +46.5% | +31.2% |
| 1Y | +30.0% | -36.1% | +66.1% | +31.2% |
| 3Y | +134.7% | +21.6% | +113.1% | +119.3% |
| 5Y | +200.6% | -68.8% | +269.4% | +203.4% |
| 10Y | +601.3% | +2.3% | +599.0% | +476.1% |
| All | +1,351.1% | +409.7% | +941.4% | +955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling