+35.2%
SIRI vs AMBA
+837.3%
-802.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | +1.6% | -11.0% | +12.5% | +3.1% |
| 30D | -4.7% | -23.2% | +18.5% | -1.5% |
| 3M | +5.3% | -12.7% | +18.0% | +5.2% |
| 6M | +30.5% | +11.2% | +19.3% | +25.2% |
| YTD | +49.6% | -11.2% | +60.9% | +47.2% |
| 1Y | +28.5% | -22.5% | +51.0% | +27.8% |
| 3Y | -27.5% | -1.3% | -26.1% | -32.2% |
| 5Y | -44.7% | -54.2% | +9.5% | -46.5% |
| 10Y | -12.6% | -6.1% | -6.5% | -28.9% |
| All | +35.2% | +837.3% | -802.0% | -0.6% |
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