-0.1%
AMBA vs SBAC
+93.8%
-93.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.7% |
| 7D | -7.2% | +1.2% | -8.5% | -7.6% |
| 30D | -10.4% | +11.2% | -21.6% | -13.2% |
| 3M | -30.1% | +4.5% | -34.6% | -31.2% |
| 6M | -22.4% | -12.2% | -10.3% | -20.4% |
| YTD | -17.3% | -0.1% | -17.2% | -19.8% |
| 1Y | -35.4% | -0.3% | -35.1% | -37.3% |
| 3Y | +18.6% | -8.7% | +27.3% | +13.8% |
| 5Y | -69.8% | -40.2% | -29.7% | -65.4% |
| All | -0.1% | +93.8% | -93.9% | +0.2% |
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