+40.5%
GEHC vs AMBA
-36.7%
+77.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.4% | +7.0% | -1.3% |
| 7D | +9.6% | -14.6% | +24.2% | +11.6% |
| 30D | +29.4% | -18.8% | +48.2% | +32.4% |
| 3M | +19.3% | -32.6% | +51.9% | +24.6% |
| 6M | +37.4% | -25.8% | +63.2% | +37.8% |
| YTD | +2.3% | -22.1% | +24.4% | +0.6% |
| 1Y | +11.0% | -36.2% | +47.2% | +12.5% |
| 3Y | +17.6% | +10.0% | +7.7% | +2.4% |
| All | +40.5% | -36.7% | +77.2% | +27.5% |
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