+70.8%
SAP vs AMBA
-70.4%
+141.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.3% | -4.9% |
| 7D | -0.7% | -7.2% | +6.6% | +0.2% |
| 30D | +11.1% | -10.4% | +21.5% | +12.3% |
| 3M | +17.0% | -30.1% | +47.2% | +22.0% |
| 6M | +34.8% | -22.4% | +57.3% | +34.5% |
| YTD | -2.2% | -17.3% | +15.1% | -4.5% |
| 1Y | -6.4% | -35.4% | +28.9% | -5.2% |
| 3Y | +75.1% | +18.6% | +56.5% | +48.9% |
| All | +70.8% | -70.4% | +141.2% | +65.3% |
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 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