+242.0%
SFM vs AMBA
-54.5%
+296.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +2.9% |
| 7D | -0.1% | -11.0% | +10.9% | +0.7% |
| 30D | -4.4% | -23.2% | +18.8% | -2.8% |
| 3M | +1.5% | -12.7% | +14.2% | +1.6% |
| 6M | +6.5% | +11.2% | -4.7% | +4.4% |
| YTD | +2.2% | -11.2% | +13.4% | +1.6% |
| 1Y | -41.9% | -22.5% | -19.3% | -41.9% |
| 3Y | +106.8% | -1.3% | +108.1% | +98.4% |
| All | +242.0% | -54.5% | +296.5% | +226.8% |
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