+12.4%
AMBA vs SARO
-21.1%
+33.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.7% |
| 7D | -6.4% | +1.1% | -7.5% | -7.1% |
| 30D | -26.8% | -16.2% | -10.7% | -19.5% |
| 3M | -7.6% | -1.3% | -6.3% | -6.5% |
| 6M | +21.2% | -15.2% | +36.4% | +30.6% |
| YTD | -10.4% | -14.7% | +4.3% | -3.6% |
| 1Y | -24.4% | -9.1% | -15.4% | -21.7% |
| All | +12.4% | -21.1% | +33.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling