+41.0%
GEHC vs AMBA
-29.3%
+70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +1.4% |
| 7D | +5.6% | 0.0% | +5.7% | +5.5% |
| 30D | +27.9% | -8.6% | +36.5% | +29.0% |
| 3M | +17.1% | -29.0% | +46.1% | +21.6% |
| 6M | +32.5% | -19.2% | +51.8% | +31.8% |
| YTD | +2.7% | -13.0% | +15.6% | -0.4% |
| 1Y | +15.3% | -31.3% | +46.5% | +16.1% |
| 3Y | +23.7% | +28.1% | -4.5% | +5.6% |
| All | +41.0% | -29.3% | +70.3% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling