+144.9%
SITM vs AMBA
-24.5%
+169.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.6% |
| 7D | +8.4% | -6.4% | +14.8% | +11.6% |
| 30D | -17.4% | -26.8% | +9.4% | -4.3% |
| 3M | -9.8% | -7.6% | -2.2% | -7.4% |
| 6M | +83.0% | +21.2% | +61.8% | +57.8% |
| YTD | +69.6% | -10.4% | +80.0% | +62.5% |
| 1Y | +144.9% | -24.4% | +169.3% | +152.0% |
| All | +144.9% | -24.5% | +169.4% | +152.0% |
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