+334.0%
SAP vs AMBA
+807.9%
-473.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.4% |
| 7D | +1.3% | -8.1% | +9.4% | +2.4% |
| 30D | +15.5% | -10.8% | +26.3% | +17.0% |
| 3M | +22.8% | -25.9% | +48.7% | +26.8% |
| 6M | +42.5% | -13.9% | +56.3% | +40.7% |
| YTD | +0.5% | -14.0% | +14.5% | -1.4% |
| 1Y | -5.9% | -25.7% | +19.7% | -6.4% |
| 3Y | +79.5% | +21.5% | +58.1% | +60.2% |
| 5Y | +75.3% | -68.9% | +144.3% | +77.1% |
| 10Y | +228.9% | +5.2% | +223.7% | +170.1% |
| All | +334.0% | +807.9% | -473.9% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling