+1,335.6%
ABBV vs AMBA
+388.7%
+946.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | +0.7% |
| 7D | -1.2% | -7.2% | +6.0% | -0.8% |
| 30D | +8.0% | -10.4% | +18.4% | +8.6% |
| 3M | +20.2% | -30.1% | +50.3% | +22.5% |
| 6M | +44.0% | -22.4% | +66.4% | +44.1% |
| YTD | +31.3% | -17.3% | +48.7% | +30.1% |
| 1Y | +37.0% | -35.4% | +72.4% | +38.0% |
| 3Y | +128.0% | +18.6% | +109.3% | +113.2% |
| 5Y | +196.9% | -69.8% | +266.7% | +199.9% |
| 10Y | +681.2% | +1.1% | +680.1% | +541.6% |
| All | +1,335.6% | +388.7% | +946.9% | +946.9% |
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