+239.1%
SAN vs AMBA
+16.7%
+222.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -3.1% |
| 7D | +4.9% | -7.2% | +12.2% | +5.9% |
| 30D | -13.0% | -10.4% | -2.6% | -11.9% |
| 3M | -18.9% | -30.1% | +11.3% | -15.2% |
| 6M | -4.1% | -22.4% | +18.3% | -3.5% |
| YTD | +2.6% | -17.3% | +19.9% | +1.3% |
| 1Y | +16.9% | -35.4% | +52.3% | +18.9% |
| 3Y | +239.1% | +18.6% | +220.4% | +198.3% |
| All | +239.1% | +16.7% | +222.3% | +198.3% |
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 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