+417.8%
HON vs AMBA
+772.6%
-354.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +1.2% |
| 7D | +0.8% | -7.2% | +8.0% | +1.7% |
| 30D | +5.7% | -10.4% | +16.1% | +7.0% |
| 3M | -8.3% | -30.1% | +21.8% | -4.6% |
| 6M | -2.4% | -22.4% | +20.0% | -1.8% |
| YTD | +9.0% | -17.3% | +26.4% | +8.0% |
| 1Y | +9.2% | -35.4% | +44.6% | +11.3% |
| 3Y | +26.3% | +18.6% | +7.7% | +14.1% |
| 5Y | +9.1% | -69.8% | +79.0% | +11.5% |
| 10Y | +163.4% | +1.1% | +162.3% | +112.3% |
| All | +417.8% | +772.6% | -354.8% | +218.1% |
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 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