+33.8%
SM vs AMBA
-20.7%
+54.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | -0.5% | -11.0% | +10.5% | -1.0% |
| 30D | +25.6% | -23.2% | +48.7% | +24.1% |
| 3M | +8.0% | -12.7% | +20.8% | +7.3% |
| 6M | +50.8% | +11.2% | +39.6% | +52.1% |
| YTD | +97.9% | -11.2% | +109.1% | +99.3% |
| 1Y | +33.8% | -22.5% | +56.3% | +34.4% |
| All | +33.8% | -20.7% | +54.5% | +34.4% |
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 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