+130.8%
SLB vs AMBA
-54.5%
+185.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | -11.0% | +11.8% | +2.5% |
| 30D | +15.8% | -23.2% | +39.0% | +20.1% |
| 3M | -0.3% | -12.7% | +12.4% | -0.3% |
| 6M | +21.3% | +11.2% | +10.1% | +15.6% |
| YTD | +52.3% | -11.2% | +63.5% | +49.7% |
| 1Y | +63.6% | -22.5% | +86.1% | +62.6% |
| 3Y | +3.8% | -1.3% | +5.1% | -5.0% |
| All | +130.8% | -54.5% | +185.3% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling