+1,156.2%
ABBV vs AMBA
+425.0%
+731.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | +0.4% | -11.0% | +11.3% | +1.1% |
| 30D | +4.2% | -23.2% | +27.3% | +5.8% |
| 3M | +14.8% | -12.7% | +27.5% | +14.7% |
| 6M | +10.3% | +11.2% | -0.9% | +7.7% |
| YTD | +14.9% | -11.2% | +26.1% | +13.6% |
| 1Y | +24.1% | -22.5% | +46.7% | +23.4% |
| 3Y | +91.9% | -1.3% | +93.3% | +82.7% |
| 5Y | +176.0% | -54.2% | +230.2% | +167.8% |
| 10Y | +502.9% | -6.1% | +509.1% | +400.4% |
| All | +1,156.2% | +425.0% | +731.2% | +814.1% |
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