+31.5%
CHD vs AMBA
-68.7%
+100.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | +0.4% | +10.7% | -10.3% | +0.6% |
| 30D | +11.6% | -5.0% | +16.6% | +11.5% |
| 3M | +10.7% | -26.9% | +37.6% | +10.3% |
| 6M | +20.2% | -21.9% | +42.1% | +20.3% |
| YTD | +34.5% | -13.8% | +48.3% | +34.7% |
| 1Y | +32.6% | -36.1% | +68.6% | +32.6% |
| 3Y | +29.1% | +21.6% | +7.5% | +28.3% |
| 5Y | +31.5% | -68.8% | +100.3% | +28.6% |
| All | +31.5% | -68.7% | +100.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling