+937.8%
AMBA vs SBAC
+221.3%
+716.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -11.0% | -0.8% | -10.2% | -10.8% |
| 30D | -23.2% | +6.9% | -30.1% | -24.9% |
| 3M | -12.7% | -8.2% | -4.5% | -11.1% |
| 6M | +11.2% | -1.6% | +12.9% | +8.7% |
| YTD | -11.2% | -0.1% | -11.1% | -14.2% |
| 1Y | -22.5% | -0.5% | -22.1% | -25.3% |
| 3Y | -1.3% | -9.1% | +7.7% | -5.6% |
| 5Y | -54.2% | -43.8% | -10.4% | -45.4% |
| 10Y | -6.1% | +80.5% | -86.6% | -38.2% |
| All | +937.8% | +221.3% | +716.5% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling