+136.9%
SFM vs AMBA
-0.9%
+137.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.1% | -11.0% | -5.1% |
| 7D | -1.2% | -7.2% | +6.0% | -0.9% |
| 30D | -24.8% | -10.4% | -14.4% | -24.4% |
| 3M | -43.7% | -30.1% | -13.6% | -42.8% |
| 6M | -37.3% | -22.4% | -14.8% | -37.1% |
| YTD | -38.4% | -17.3% | -21.0% | -38.5% |
| 1Y | -36.9% | -35.4% | -1.5% | -36.4% |
| 3Y | +20.7% | +18.6% | +2.1% | +16.0% |
| 5Y | +103.5% | -69.8% | +173.3% | +101.1% |
| All | +136.9% | -0.9% | +137.7% | +117.5% |
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