+70.1%
SE vs AMBA
+10.0%
+60.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.4% | +3.8% | -3.9% |
| 7D | -1.2% | -14.6% | +13.4% | +1.8% |
| 30D | -21.7% | -18.8% | -2.9% | -18.7% |
| 3M | -34.2% | -32.6% | -1.6% | -29.4% |
| 6M | -10.5% | -25.8% | +15.3% | -9.0% |
| YTD | -40.7% | -22.1% | -18.6% | -41.1% |
| 1Y | -52.1% | -36.2% | -15.8% | -50.5% |
| All | +70.1% | +10.0% | +60.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling