+4,608.4%
SITM vs AMBA
+12.1%
+4,596.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.0% |
| 7D | +9.7% | -11.0% | +20.7% | +17.6% |
| 30D | +12.7% | -23.2% | +35.9% | +32.9% |
| 3M | -13.4% | -12.7% | -0.7% | -9.3% |
| 6M | +59.6% | +11.2% | +48.4% | +39.0% |
| YTD | +73.3% | -11.2% | +84.5% | +69.2% |
| 1Y | +165.5% | -22.5% | +188.1% | +175.9% |
| 3Y | +368.7% | -1.3% | +370.0% | +289.5% |
| 5Y | +172.5% | -54.2% | +226.7% | +236.6% |
| All | +4,608.4% | +12.1% | +4,596.3% | +3,131.2% |
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