+51.6%
SIRI vs AMBA
+799.6%
-747.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +5.5% | -2.6% | +8.2% | +5.8% |
| 30D | +22.6% | -10.5% | +33.1% | +24.0% |
| 3M | +12.9% | -26.4% | +39.4% | +16.8% |
| 6M | +22.3% | -20.9% | +43.1% | +22.5% |
| YTD | +67.8% | -14.8% | +82.6% | +65.0% |
| 1Y | +54.6% | -36.1% | +90.6% | +57.6% |
| 3Y | -21.4% | +20.2% | -41.6% | -28.5% |
| 5Y | -39.2% | -67.2% | +28.0% | -38.8% |
| 10Y | -5.2% | +5.0% | -10.2% | -23.7% |
| All | +51.6% | +799.6% | -747.9% | +11.5% |
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