+494.8%
JNJ vs AMBA
+837.3%
-342.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | +2.7% | -11.0% | +13.6% | +3.0% |
| 30D | +7.4% | -23.2% | +30.5% | +8.2% |
| 3M | +21.2% | -12.7% | +33.9% | +21.1% |
| 6M | +13.4% | +11.2% | +2.2% | +12.1% |
| YTD | +35.1% | -11.2% | +46.4% | +34.4% |
| 1Y | +57.4% | -22.5% | +80.0% | +57.0% |
| 3Y | +86.8% | -1.3% | +88.1% | +81.7% |
| 5Y | +80.8% | -54.2% | +135.0% | +78.1% |
| 10Y | +202.7% | -6.1% | +208.9% | +171.1% |
| All | +494.8% | +837.3% | -342.5% | +379.0% |
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