+86.5%
JNJ vs AMBA
-1.0%
+87.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.2% |
| 7D | +2.7% | -11.0% | +13.6% | +2.2% |
| 30D | +7.4% | -23.2% | +30.5% | +6.4% |
| 3M | +21.2% | -12.7% | +33.9% | +21.0% |
| 6M | +13.4% | +11.2% | +2.2% | +14.2% |
| YTD | +35.1% | -11.2% | +46.4% | +35.4% |
| 1Y | +57.4% | -22.5% | +80.0% | +57.5% |
| All | +86.5% | -1.0% | +87.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling