+321.7%
ABT vs AMBA
+837.3%
-515.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.7% | -11.0% | +7.3% | -2.8% |
| 30D | +2.5% | -23.2% | +25.6% | +4.6% |
| 3M | +20.2% | -12.7% | +32.9% | +20.0% |
| 6M | -2.9% | +11.2% | -14.1% | -5.8% |
| YTD | -11.9% | -11.2% | -0.7% | -13.1% |
| 1Y | -16.5% | -22.5% | +6.0% | -17.2% |
| 3Y | +12.1% | -1.3% | +13.4% | +5.1% |
| 5Y | -7.4% | -54.2% | +46.8% | -10.2% |
| 10Y | +210.7% | -6.1% | +216.8% | +160.7% |
| All | +321.7% | +837.3% | -515.5% | +211.5% |
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