+535.9%
IQV vs AMBA
+359.1%
+176.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +2.3% | -11.0% | +13.3% | +4.2% |
| 30D | +13.4% | -23.2% | +36.6% | +18.2% |
| 3M | +43.3% | -12.7% | +56.0% | +43.0% |
| 6M | +50.5% | +11.2% | +39.3% | +42.0% |
| YTD | +18.8% | -11.2% | +30.0% | +15.8% |
| 1Y | +45.5% | -22.5% | +68.0% | +43.8% |
| 3Y | +19.4% | -1.3% | +20.7% | +8.1% |
| 5Y | +1.7% | -54.2% | +55.9% | -2.0% |
| 10Y | +247.9% | -6.1% | +254.1% | +175.6% |
| All | +535.9% | +359.1% | +176.8% | +351.9% |
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