+39.3%
GEHC vs AMBA
-31.1%
+70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | +0.8% | +2.7% | -1.9% | +0.4% |
| 30D | +21.3% | -2.2% | +23.5% | +21.4% |
| 3M | +12.6% | -26.6% | +39.2% | +16.4% |
| 6M | +34.3% | -26.8% | +61.1% | +35.8% |
| YTD | +1.4% | -15.1% | +16.6% | -1.3% |
| 1Y | +12.5% | -32.3% | +44.7% | +13.5% |
| 3Y | +19.2% | +19.8% | -0.6% | +2.6% |
| All | +39.3% | -31.1% | +70.3% | +25.0% |
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 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