+53.7%
SIRI vs AMBA
+818.6%
-765.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | +0.2% |
| 7D | +11.4% | 0.0% | +11.4% | +11.3% |
| 30D | +24.2% | -8.6% | +32.8% | +25.4% |
| 3M | +11.1% | -29.0% | +40.1% | +15.5% |
| 6M | +23.9% | -19.2% | +43.1% | +23.8% |
| YTD | +70.0% | -13.0% | +83.0% | +66.8% |
| 1Y | +56.6% | -31.3% | +87.9% | +58.1% |
| 3Y | -21.4% | +28.1% | -49.5% | -29.0% |
| 5Y | -38.3% | -69.4% | +31.1% | -37.4% |
| 10Y | -3.5% | +7.6% | -11.1% | -22.6% |
| All | +53.7% | +818.6% | -765.0% | +12.7% |
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