+61.5%
SGI vs AMBA
-54.5%
+116.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +8.5% | -11.0% | +19.5% | +11.6% |
| 30D | +0.7% | -23.2% | +23.8% | +7.1% |
| 3M | +0.6% | -12.7% | +13.3% | +0.2% |
| 6M | -17.9% | +11.2% | -29.2% | -25.1% |
| YTD | -21.2% | -11.2% | -10.0% | -24.1% |
| 1Y | -18.9% | -22.5% | +3.7% | -20.4% |
| 3Y | +52.6% | -1.3% | +54.0% | +28.6% |
| All | +61.5% | -54.5% | +116.0% | +42.6% |
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