+381.6%
SAN vs AMBA
-54.5%
+436.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.8% | -11.0% | +12.7% | +3.8% |
| 30D | +2.0% | -23.2% | +25.1% | +6.6% |
| 3M | +19.7% | -12.7% | +32.4% | +20.0% |
| 6M | +30.6% | +11.2% | +19.4% | +23.6% |
| YTD | +28.8% | -11.2% | +40.1% | +26.5% |
| 1Y | +57.8% | -22.5% | +80.3% | +56.7% |
| 3Y | +338.1% | -1.3% | +339.4% | +291.4% |
| All | +381.6% | -54.5% | +436.1% | +327.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling