+333.9%
SGI vs AMBA
+7.9%
+326.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.4% |
| 7D | -10.5% | +2.6% | -13.1% | -11.3% |
| 30D | +0.1% | -3.6% | +3.7% | +0.5% |
| 3M | -4.0% | -24.6% | +20.6% | +2.2% |
| 6M | -5.6% | -21.6% | +16.0% | -5.4% |
| YTD | -29.5% | -11.8% | -17.7% | -32.7% |
| 1Y | -31.5% | -33.2% | +1.7% | -29.9% |
| 3Y | +71.6% | +24.5% | +47.1% | +33.6% |
| 5Y | +50.5% | -67.7% | +118.2% | +58.5% |
| 10Y | +333.9% | +4.7% | +329.1% | +161.4% |
| All | +333.9% | +7.9% | +326.0% | +161.4% |
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