+77.2%
SAP vs AMBA
-72.1%
+149.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +10.9% | +2.7% |
| 7D | +4.0% | -14.6% | +18.6% | +6.1% |
| 30D | +15.7% | -18.8% | +34.5% | +18.6% |
| 3M | +23.4% | -32.6% | +56.0% | +29.2% |
| 6M | +41.3% | -25.8% | +67.1% | +41.7% |
| YTD | +2.0% | -22.1% | +24.1% | +0.4% |
| 1Y | -5.1% | -36.2% | +31.1% | -3.9% |
| 3Y | +82.1% | +10.0% | +72.2% | +56.7% |
| 5Y | +77.2% | -71.6% | +148.7% | +71.3% |
| All | +77.2% | -72.1% | +149.2% | +71.3% |
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