-48.8%
SE vs AMBA
-25.6%
-23.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.7% |
| 7D | +6.7% | -8.1% | +14.7% | +7.7% |
| 30D | -17.2% | -10.8% | -6.4% | -16.2% |
| 3M | -28.0% | -25.9% | -2.1% | -25.4% |
| 6M | -6.1% | -13.9% | +7.7% | -8.1% |
| YTD | -37.1% | -14.0% | -23.1% | -39.5% |
| 1Y | -48.8% | -25.7% | -23.1% | -49.8% |
| All | -48.8% | -25.6% | -23.2% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling