+257.9%
SAN vs AMBA
+23.3%
+234.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.3% | +0.9% | +5.4% |
| 7D | +8.7% | 0.0% | +8.8% | +8.6% |
| 30D | -6.5% | -8.6% | +2.1% | -5.5% |
| 3M | -14.2% | -29.0% | +14.8% | -10.5% |
| 6M | +2.7% | -19.2% | +21.9% | +2.9% |
| YTD | +8.9% | -13.0% | +21.9% | +6.8% |
| 1Y | +23.4% | -31.3% | +54.6% | +24.4% |
| 3Y | +257.9% | +28.1% | +229.8% | +208.7% |
| All | +257.9% | +23.3% | +234.7% | +208.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling