-34.7%
AMBA vs SBAC
-0.1%
-34.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.4% |
| 7D | 0.0% | +3.0% | -3.0% | +0.5% |
| 30D | -8.6% | +4.3% | -12.9% | -7.9% |
| 3M | -29.0% | +4.1% | -33.1% | -28.7% |
| 6M | -19.2% | -11.6% | -7.6% | -19.0% |
| YTD | -13.0% | +0.4% | -13.4% | -13.1% |
| All | -34.7% | -0.1% | -34.6% | -34.3% |
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