+20.2%
SGOV vs AMBA
+10.9%
+9.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | -6.4% | +6.5% | +0.1% |
| 30D | +0.3% | -26.8% | +27.2% | +0.3% |
| 3M | +0.9% | -7.6% | +8.6% | +0.9% |
| 6M | +1.8% | +21.2% | -19.4% | +1.8% |
| YTD | +2.5% | -10.4% | +12.9% | +2.5% |
| 1Y | +3.8% | -24.4% | +28.2% | +3.8% |
| 3Y | +14.3% | +6.0% | +8.3% | +14.4% |
| 5Y | +20.1% | -53.9% | +74.0% | +20.1% |
| All | +20.2% | +10.9% | +9.3% | +20.2% |
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