-8.7%
AMBA vs SBAC
+80.0%
-88.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -11.0% | -0.8% | -10.2% | -10.8% |
| 30D | -23.2% | +6.9% | -30.1% | -24.7% |
| 3M | -12.7% | -8.2% | -4.5% | -11.2% |
| 6M | +11.2% | -1.6% | +12.9% | +9.1% |
| YTD | -11.2% | -0.1% | -11.1% | -13.7% |
| 1Y | -22.5% | -0.5% | -22.1% | -24.8% |
| 3Y | -1.3% | -9.1% | +7.7% | -5.0% |
| 5Y | -54.2% | -43.8% | -10.4% | -46.0% |
| All | -8.7% | +80.0% | -88.7% | -14.3% |
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