+330.6%
ABT vs AMBA
+772.6%
-442.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.4% | -3.7% |
| 7D | +3.5% | -7.2% | +10.8% | +4.0% |
| 30D | +12.0% | -10.4% | +22.4% | +12.8% |
| 3M | +2.5% | -30.1% | +32.6% | +5.0% |
| 6M | +29.1% | -22.4% | +51.5% | +29.2% |
| YTD | -10.1% | -17.3% | +7.3% | -11.1% |
| 1Y | -9.8% | -35.4% | +25.6% | -9.1% |
| 3Y | +23.3% | +18.6% | +4.6% | +12.7% |
| 5Y | -2.4% | -69.8% | +67.5% | -1.5% |
| 10Y | +239.4% | +1.1% | +238.3% | +182.5% |
| All | +330.6% | +772.6% | -442.0% | +218.8% |
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