-30.8%
SGI vs AMBA
-36.6%
+5.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.1% | -11.6% | -5.8% |
| 7D | +1.0% | -7.2% | +8.2% | +1.4% |
| 30D | +3.9% | -10.4% | +14.3% | +4.5% |
| 3M | -0.8% | -30.1% | +29.3% | +1.7% |
| 6M | -18.0% | -22.4% | +4.5% | -18.5% |
| YTD | -27.6% | -17.3% | -10.3% | -30.9% |
| All | -30.8% | -36.6% | +5.8% | -33.0% |
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