-25.7%
AMBA vs SARO
-7.8%
-17.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.6% |
| 7D | -8.1% | +15.8% | -23.8% | -14.2% |
| 30D | -10.8% | +22.2% | -32.9% | -19.0% |
| 3M | -25.9% | -16.2% | -9.7% | -18.9% |
| 6M | -13.9% | +4.6% | -18.5% | -17.0% |
| YTD | -14.0% | -10.4% | -3.6% | -9.8% |
| 1Y | -25.7% | -6.5% | -19.2% | -24.1% |
| All | -25.7% | -7.8% | -17.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling