+20.2%
AMBA vs SARO
-23.7%
+43.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | +7.1% | -4.0% | +11.1% | +9.4% |
| 30D | -18.1% | -16.1% | -2.0% | -10.0% |
| 3M | +8.4% | -4.5% | +12.9% | +11.7% |
| 6M | +25.7% | -17.0% | +42.7% | +36.9% |
| YTD | -4.2% | -17.5% | +13.3% | +5.0% |
| 1Y | -18.7% | -12.3% | -6.4% | -14.1% |
| All | +20.2% | -23.7% | +43.9% | +15.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling