-36.1%
AMBA vs SBAC
-5.3%
-30.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.6% |
| 7D | +10.7% | -3.4% | +14.0% | +10.1% |
| 30D | -5.0% | +2.6% | -7.6% | -4.5% |
| 3M | -26.9% | +2.6% | -29.5% | -26.7% |
| 6M | -21.9% | -11.5% | -10.4% | -22.0% |
| YTD | -13.8% | -1.6% | -12.2% | -14.1% |
| 1Y | -36.1% | -5.1% | -31.0% | -35.3% |
| All | -36.1% | -5.3% | -30.8% | -35.3% |
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 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