+40.7%
SLB vs AMBA
-32.7%
+73.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.6% | -0.1% |
| 7D | -7.1% | -7.2% | +0.1% | -6.4% |
| 30D | +4.1% | -10.4% | +14.5% | +5.1% |
| 3M | -2.6% | -30.1% | +27.5% | +0.2% |
| 6M | -8.6% | -22.4% | +13.9% | -8.5% |
| YTD | +32.2% | -17.3% | +49.6% | +29.1% |
| 1Y | +40.7% | -35.4% | +76.0% | +39.0% |
| All | +40.7% | -32.7% | +73.4% | +39.0% |
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