+24.6%
CHD vs AMBA
-54.5%
+79.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | -0.1% |
| 7D | -2.7% | -11.0% | +8.3% | -2.9% |
| 30D | -4.6% | -23.2% | +18.5% | -5.0% |
| 3M | +5.0% | -12.7% | +17.7% | +5.0% |
| 6M | -3.2% | +11.2% | -14.4% | -3.0% |
| YTD | +18.6% | -11.2% | +29.9% | +18.8% |
| 1Y | +4.8% | -22.5% | +27.4% | +4.9% |
| 3Y | +6.1% | -1.3% | +7.5% | +6.1% |
| All | +24.6% | -54.5% | +79.1% | +23.4% |
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