+222.9%
SAP vs AMBA
+12.8%
+210.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +0.9% |
| 7D | +1.6% | 0.0% | +1.7% | +1.4% |
| 30D | +10.5% | -8.6% | +19.1% | +11.7% |
| 3M | +15.2% | -29.0% | +44.1% | +20.3% |
| 6M | +36.7% | -19.2% | +55.9% | +35.8% |
| YTD | -0.6% | -13.0% | +12.4% | -3.5% |
| 1Y | -4.1% | -31.3% | +27.1% | -3.6% |
| 3Y | +73.2% | +28.1% | +45.1% | +47.3% |
| 5Y | +74.1% | -69.4% | +143.6% | +77.3% |
| 10Y | +222.9% | +7.6% | +215.3% | +128.8% |
| All | +222.9% | +12.8% | +210.1% | +128.8% |
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