+365.7%
SE vs AMBA
+9.8%
+356.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -2.0% |
| 7D | +2.0% | -7.2% | +9.2% | +4.5% |
| 30D | -20.0% | -10.4% | -9.6% | -17.4% |
| 3M | -31.8% | -30.1% | -1.7% | -23.9% |
| 6M | -15.9% | -22.4% | +6.6% | -15.2% |
| YTD | -40.6% | -17.3% | -23.3% | -42.6% |
| 1Y | -50.7% | -35.4% | -15.3% | -48.3% |
| 3Y | +70.3% | +18.6% | +51.7% | +23.1% |
| 5Y | -78.8% | -69.8% | -9.0% | -76.0% |
| All | +365.7% | +9.8% | +356.0% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling