+589.4%
SE vs AMBA
+17.9%
+571.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.1% | -11.0% | +4.9% | -2.2% |
| 30D | -2.5% | -23.2% | +20.7% | +6.8% |
| 3M | +21.7% | -12.7% | +34.4% | +21.9% |
| 6M | +27.0% | +11.2% | +15.8% | +12.7% |
| YTD | -12.1% | -11.2% | -0.9% | -15.9% |
| 1Y | -40.9% | -22.5% | -18.4% | -42.0% |
| 3Y | +191.0% | -1.3% | +192.3% | +132.0% |
| 5Y | -68.3% | -54.2% | -14.1% | -68.1% |
| All | +589.4% | +17.9% | +571.5% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling