+57.8%
SAN vs AMBA
-20.7%
+78.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.8% | -11.0% | +12.7% | +3.2% |
| 30D | +2.0% | -23.2% | +25.1% | +5.3% |
| 3M | +19.7% | -12.7% | +32.4% | +19.8% |
| 6M | +30.6% | +11.2% | +19.4% | +22.3% |
| YTD | +28.8% | -11.2% | +40.1% | +23.8% |
| 1Y | +57.8% | -22.5% | +80.3% | +52.2% |
| All | +57.8% | -20.7% | +78.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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