-4.5%
SLB vs AMBA
+16.7%
-21.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.6% | -0.4% |
| 7D | -7.1% | -7.2% | +0.1% | -6.1% |
| 30D | +4.1% | -10.4% | +14.5% | +5.7% |
| 3M | -2.6% | -30.1% | +27.5% | +2.2% |
| 6M | -8.6% | -22.4% | +13.9% | -8.0% |
| YTD | +32.2% | -17.3% | +49.6% | +30.2% |
| 1Y | +40.7% | -35.4% | +76.0% | +43.9% |
| 3Y | -4.5% | +18.6% | -23.1% | -18.9% |
| All | -4.5% | +16.7% | -21.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling