-11.5%
SIRI vs AMBA
-5.3%
-6.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +4.3% | -6.4% | +10.7% | +5.3% |
| 30D | -2.8% | -26.8% | +24.0% | +1.7% |
| 3M | +5.9% | -7.6% | +13.5% | +5.0% |
| 6M | +31.9% | +21.2% | +10.7% | +23.7% |
| YTD | +48.7% | -10.4% | +59.0% | +45.4% |
| 1Y | +23.2% | -24.4% | +47.6% | +22.8% |
| 3Y | -23.9% | +6.0% | -29.9% | -30.8% |
| 5Y | -43.4% | -53.9% | +10.5% | -46.2% |
| All | -11.5% | -5.3% | -6.2% | -36.4% |
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