+388.8%
SGI vs AMBA
-0.9%
+389.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.1% | -11.6% | -7.0% |
| 7D | +1.0% | -7.2% | +8.2% | +2.7% |
| 30D | +3.9% | -10.4% | +14.3% | +6.2% |
| 3M | -0.8% | -30.1% | +29.3% | +7.6% |
| 6M | -18.0% | -22.4% | +4.5% | -17.8% |
| YTD | -27.6% | -17.3% | -10.3% | -29.7% |
| 1Y | -27.2% | -35.4% | +8.2% | -24.9% |
| 3Y | +76.0% | +18.6% | +57.4% | +38.7% |
| 5Y | +50.0% | -69.8% | +119.8% | +60.5% |
| All | +388.8% | -0.9% | +389.6% | +200.7% |
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 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