-13.1%
SM vs AMBA
+23.3%
-36.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -3.5% |
| 7D | -22.3% | 0.0% | -22.2% | -22.3% |
| 30D | -21.4% | -8.6% | -12.8% | -20.5% |
| 3M | +1.4% | -29.0% | +30.3% | +5.6% |
| 6M | +0.1% | -19.2% | +19.3% | -0.8% |
| YTD | +59.0% | -13.0% | +71.9% | +52.8% |
| 1Y | +64.3% | -31.3% | +95.6% | +66.2% |
| 3Y | -13.1% | +28.1% | -41.3% | -38.2% |
| All | -13.1% | +23.3% | -36.4% | -38.2% |
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