-35.8%
SM vs AMBA
+722.2%
-758.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -2.1% |
| 7D | -25.1% | -14.6% | -10.6% | -22.0% |
| 30D | -15.6% | -18.8% | +3.2% | -11.2% |
| 3M | +2.7% | -32.6% | +35.3% | +12.4% |
| 6M | -3.8% | -25.8% | +22.0% | -2.7% |
| YTD | +61.8% | -22.1% | +84.0% | +57.7% |
| 1Y | +71.4% | -36.2% | +107.6% | +74.5% |
| 3Y | -20.7% | +10.0% | -30.7% | -36.4% |
| 5Y | -11.5% | -71.6% | +60.0% | -4.8% |
| 10Y | +10.2% | -4.7% | +14.9% | -22.5% |
| All | -35.8% | +722.2% | -758.0% | -75.0% |
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