+7.6%
AMBA vs SBAC
+97.3%
-89.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | -8.6% | +4.3% | -12.9% | -9.9% |
| 3M | -29.0% | +4.1% | -33.1% | -30.0% |
| 6M | -19.2% | -11.6% | -7.6% | -17.3% |
| YTD | -13.0% | +0.4% | -13.4% | -15.7% |
| 1Y | -31.3% | -1.1% | -30.1% | -33.1% |
| 3Y | +28.1% | -7.3% | +35.4% | +22.2% |
| 5Y | -69.4% | -40.8% | -28.7% | -64.8% |
| 10Y | +7.6% | +103.0% | -95.3% | +8.3% |
| All | +7.6% | +97.3% | -89.6% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling