+288.9%
SAP vs AMBA
+837.3%
-548.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.9% | -11.0% | +8.1% | -1.5% |
| 30D | +9.0% | -23.2% | +32.2% | +12.5% |
| 3M | +14.9% | -12.7% | +27.7% | +14.7% |
| 6M | +11.9% | +11.2% | +0.7% | +6.9% |
| YTD | -9.9% | -11.2% | +1.3% | -11.7% |
| 1Y | -19.5% | -22.5% | +3.0% | -20.3% |
| 3Y | +61.8% | -1.3% | +63.1% | +49.1% |
| 5Y | +56.2% | -54.2% | +110.3% | +50.9% |
| 10Y | +180.6% | -6.1% | +186.7% | +132.3% |
| All | +288.9% | +837.3% | -548.3% | +151.7% |
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