-18.7%
AMBA vs SARO
-11.3%
-7.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | +7.1% | -4.0% | +11.1% | +9.5% |
| 30D | -18.1% | -16.1% | -2.0% | -9.7% |
| 3M | +8.4% | -4.5% | +12.9% | +12.4% |
| 6M | +25.7% | -17.0% | +42.7% | +37.8% |
| YTD | -4.2% | -17.5% | +13.3% | +5.2% |
| 1Y | -18.7% | -12.3% | -6.4% | -17.0% |
| All | -18.7% | -11.3% | -7.4% | -17.0% |
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