+812.3%
SGI vs AMBA
+837.3%
-25.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +8.5% | -11.0% | +19.5% | +11.4% |
| 30D | +0.7% | -23.2% | +23.8% | +6.6% |
| 3M | +0.6% | -12.7% | +13.3% | +0.3% |
| 6M | -17.9% | +11.2% | -29.2% | -23.9% |
| YTD | -21.2% | -11.2% | -10.0% | -23.4% |
| 1Y | -18.9% | -22.5% | +3.7% | -19.8% |
| 3Y | +52.6% | -1.3% | +54.0% | +34.0% |
| 5Y | +60.7% | -54.2% | +114.9% | +56.5% |
| 10Y | +278.1% | -6.1% | +284.2% | +187.4% |
| All | +812.3% | +837.3% | -25.0% | +304.6% |
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 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