+237.4%
SAN vs AMBA
-0.9%
+238.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -3.5% |
| 7D | +4.9% | -7.2% | +12.2% | +6.3% |
| 30D | -13.0% | -10.4% | -2.6% | -11.4% |
| 3M | -18.9% | -30.1% | +11.3% | -13.5% |
| 6M | -4.1% | -22.4% | +18.3% | -3.1% |
| YTD | +2.6% | -17.3% | +19.9% | +1.4% |
| 1Y | +16.9% | -35.4% | +52.3% | +20.7% |
| 3Y | +239.1% | +18.6% | +220.4% | +186.2% |
| 5Y | +266.8% | -69.8% | +336.7% | +284.9% |
| All | +237.4% | -0.9% | +238.3% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling