-25.7%
AMBA vs SBAC
+2.4%
-28.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.6% | -0.8% |
| 7D | -8.1% | +5.8% | -13.9% | -7.2% |
| 30D | -10.8% | +20.8% | -31.6% | -7.8% |
| 3M | -25.9% | +4.8% | -30.7% | -25.7% |
| 6M | -13.9% | -9.1% | -4.7% | -13.3% |
| YTD | -14.0% | +3.1% | -17.1% | -13.4% |
| 1Y | -25.7% | +2.2% | -27.9% | -25.1% |
| All | -25.7% | +2.4% | -28.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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