-21.9%
AMBA vs SARO
+3.5%
-25.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.6% |
| 7D | +10.7% | +8.9% | +1.7% | +7.2% |
| 30D | -5.0% | +38.6% | -43.7% | -16.8% |
| 3M | -26.9% | +0.6% | -27.5% | -25.8% |
| 6M | -21.9% | +2.9% | -24.8% | -20.9% |
| All | -21.9% | +3.5% | -25.4% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling