-78.9%
SE vs AMBA
-72.1%
-6.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.4% | +3.8% | -2.2% |
| 7D | -1.2% | -14.6% | +13.4% | +4.6% |
| 30D | -21.7% | -18.8% | -2.9% | -15.8% |
| 3M | -34.2% | -32.6% | -1.6% | -25.0% |
| 6M | -10.5% | -25.8% | +15.3% | -8.6% |
| YTD | -40.7% | -22.1% | -18.6% | -42.0% |
| 1Y | -52.1% | -36.2% | -15.8% | -49.7% |
| 3Y | +68.9% | +10.0% | +58.9% | +13.9% |
| 5Y | -78.9% | -71.6% | -7.3% | -76.0% |
| All | -78.9% | -72.1% | -6.8% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling