-5.1%
ABT vs AMBA
-66.8%
+61.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.2% |
| 7D | -5.4% | +2.6% | -8.0% | -5.5% |
| 30D | +8.0% | -3.6% | +11.6% | +8.1% |
| 3M | +0.2% | -24.6% | +24.8% | +1.4% |
| 6M | +34.1% | -21.6% | +55.8% | +34.2% |
| YTD | -10.6% | -11.8% | +1.2% | -11.7% |
| 1Y | -11.8% | -33.2% | +21.4% | -11.2% |
| 3Y | +23.9% | +24.5% | -0.6% | +13.1% |
| 5Y | -5.1% | -67.7% | +62.5% | -7.2% |
| All | -5.1% | -66.8% | +61.6% | -7.2% |
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