+21.8%
AMBA vs SARO
-21.9%
+43.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.9% |
| 7D | +2.5% | +0.6% | +1.8% | +1.9% |
| 30D | -16.1% | -14.5% | -1.6% | -8.8% |
| 3M | +4.6% | -5.3% | +10.0% | +8.2% |
| 6M | +29.2% | -15.3% | +44.5% | +39.1% |
| YTD | -2.9% | -15.6% | +12.7% | +5.1% |
| 1Y | -18.7% | -9.1% | -9.6% | -15.8% |
| All | +21.8% | -21.9% | +43.7% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling