+0.2%
SLB vs AMBA
+722.2%
-722.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | -2.1% |
| 7D | -7.7% | -14.6% | +6.8% | -5.3% |
| 30D | -0.7% | -18.8% | +18.1% | +2.7% |
| 3M | 0.0% | -32.6% | +32.6% | +6.3% |
| 6M | -10.4% | -25.8% | +15.4% | -8.9% |
| YTD | +31.5% | -22.1% | +53.6% | +31.7% |
| 1Y | +39.1% | -36.2% | +75.4% | +43.3% |
| 3Y | -5.7% | +10.0% | -15.7% | -15.8% |
| 5Y | +65.4% | -71.6% | +137.0% | +73.6% |
| 10Y | -15.6% | -4.7% | -10.8% | -33.7% |
| All | +0.2% | +722.2% | -722.0% | -44.1% |
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