+28.6%
SFM vs AMBA
+231.2%
-202.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -4.6% |
| 7D | +7.5% | -14.6% | +22.1% | +8.4% |
| 30D | -20.8% | -18.8% | -2.0% | -19.9% |
| 3M | -39.4% | -32.6% | -6.8% | -38.1% |
| 6M | -34.5% | -25.8% | -8.7% | -34.1% |
| YTD | -35.2% | -22.1% | -13.1% | -35.2% |
| 1Y | -35.3% | -36.2% | +0.9% | -34.7% |
| 3Y | +23.9% | +10.0% | +13.9% | +18.8% |
| 5Y | +113.8% | -71.6% | +185.4% | +114.9% |
| 10Y | +152.0% | -4.7% | +156.7% | +123.9% |
| All | +28.6% | +231.2% | -202.5% | -11.7% |
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