+16.1%
SLB vs AMBA
+837.3%
-821.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | -11.0% | +11.8% | +2.8% |
| 30D | +15.8% | -23.2% | +39.0% | +20.8% |
| 3M | -0.3% | -12.7% | +12.4% | -0.3% |
| 6M | +21.3% | +11.2% | +10.1% | +15.2% |
| YTD | +52.3% | -11.2% | +63.5% | +49.7% |
| 1Y | +63.6% | -22.5% | +86.1% | +62.8% |
| 3Y | +3.8% | -1.3% | +5.1% | -5.4% |
| 5Y | +128.6% | -54.2% | +182.8% | +120.0% |
| 10Y | -3.1% | -6.1% | +3.1% | -24.4% |
| All | +16.1% | +837.3% | -821.1% | -36.4% |
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