+142.0%
SFM vs AMBA
+12.8%
+129.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.7% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -23.9% | -8.6% | -15.3% | -23.6% |
| 3M | -42.3% | -29.0% | -13.3% | -41.4% |
| 6M | -40.1% | -19.2% | -20.9% | -40.1% |
| YTD | -37.8% | -13.0% | -24.8% | -38.1% |
| 1Y | -37.1% | -31.3% | -5.8% | -36.7% |
| 3Y | +21.5% | +28.1% | -6.6% | +16.5% |
| 5Y | +103.8% | -69.4% | +173.2% | +101.1% |
| 10Y | +142.0% | +7.6% | +134.3% | +121.1% |
| All | +142.0% | +12.8% | +129.2% | +121.1% |
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