+348.7%
CHD vs AMBA
+837.3%
-488.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.7% | -11.0% | +8.3% | -2.6% |
| 30D | -4.6% | -23.2% | +18.5% | -4.4% |
| 3M | +5.0% | -12.7% | +17.7% | +5.0% |
| 6M | -3.2% | +11.2% | -14.4% | -3.7% |
| YTD | +18.6% | -11.2% | +29.9% | +18.4% |
| 1Y | +4.8% | -22.5% | +27.4% | +4.7% |
| 3Y | +6.1% | -1.3% | +7.5% | +4.8% |
| 5Y | +24.0% | -54.2% | +78.1% | +22.9% |
| 10Y | +124.5% | -6.1% | +130.6% | +110.2% |
| All | +348.7% | +837.3% | -488.5% | +262.0% |
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