-21.4%
SIRI vs AMBA
+23.3%
-44.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | 0.0% |
| 7D | +11.4% | 0.0% | +11.4% | +11.2% |
| 30D | +24.2% | -8.6% | +32.8% | +25.6% |
| 3M | +11.1% | -29.0% | +40.1% | +16.6% |
| 6M | +23.9% | -19.2% | +43.1% | +23.2% |
| YTD | +70.0% | -13.0% | +83.0% | +64.2% |
| 1Y | +56.6% | -31.3% | +87.9% | +59.1% |
| 3Y | -21.4% | +28.1% | -49.5% | -39.0% |
| All | -21.4% | +23.3% | -44.6% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling