+165.5%
SITM vs AMBA
-20.7%
+186.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.9% |
| 7D | +9.7% | -11.0% | +20.7% | +15.8% |
| 30D | +12.7% | -23.2% | +35.9% | +28.0% |
| 3M | -13.4% | -12.7% | -0.7% | -8.6% |
| 6M | +59.6% | +11.2% | +48.4% | +43.2% |
| YTD | +73.3% | -11.2% | +84.5% | +66.8% |
| 1Y | +165.5% | -22.5% | +188.1% | +173.4% |
| All | +165.5% | -20.7% | +186.2% | +173.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling