+3,107.0%
SITM vs AMBA
+4.3%
+3,102.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.1% | +11.3% | +13.6% |
| 7D | -6.7% | -7.2% | +0.5% | -1.4% |
| 30D | -37.3% | -10.4% | -26.9% | -32.4% |
| 3M | -39.4% | -30.1% | -9.2% | -24.0% |
| 6M | -33.1% | -22.4% | -10.7% | -26.8% |
| YTD | +18.0% | -17.3% | +35.4% | +21.1% |
| 1Y | +22.7% | -35.4% | +58.1% | +44.6% |
| 3Y | +283.8% | +18.6% | +265.2% | +183.2% |
| 5Y | +45.0% | -69.8% | +114.9% | +127.8% |
| All | +3,107.0% | +4.3% | +3,102.7% | +2,212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling