-12.1%
SM vs AMBA
-70.4%
+58.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -0.1% |
| 7D | -25.9% | -7.2% | -18.7% | -24.9% |
| 30D | -15.1% | -10.4% | -4.7% | -13.7% |
| 3M | +4.9% | -30.1% | +35.0% | +10.7% |
| 6M | +6.1% | -22.4% | +28.6% | +6.1% |
| YTD | +63.4% | -17.3% | +80.8% | +58.6% |
| 1Y | +72.5% | -35.4% | +107.9% | +75.5% |
| 3Y | -16.9% | +18.6% | -35.5% | -31.7% |
| All | -12.1% | -70.4% | +58.3% | -10.2% |
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 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