-35.2%
SFM vs AMBA
-32.6%
-2.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +3.4% |
| 7D | -7.1% | +2.6% | -9.6% | -7.0% |
| 30D | -21.4% | -3.6% | -17.8% | -21.4% |
| 3M | -40.1% | -24.6% | -15.5% | -39.7% |
| 6M | -38.0% | -21.6% | -16.4% | -37.7% |
| YTD | -36.5% | -11.8% | -24.8% | -35.6% |
| 1Y | -35.2% | -33.2% | -2.0% | -35.5% |
| All | -35.2% | -32.6% | -2.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling