-48.0%
SE vs AMBA
-32.6%
-15.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.1% |
| 7D | -7.7% | +2.6% | -10.3% | -8.1% |
| 30D | -22.8% | -3.6% | -19.3% | -22.6% |
| 3M | -43.7% | -24.6% | -19.1% | -41.8% |
| 6M | -12.8% | -21.6% | +8.8% | -12.5% |
| YTD | -42.0% | -11.8% | -30.2% | -44.3% |
| 1Y | -48.0% | -33.2% | -14.8% | -48.7% |
| All | -48.0% | -32.6% | -15.5% | -48.7% |
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 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