-21.0%
SM vs AMBA
+837.3%
-858.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +0.1% | -11.0% | +11.1% | +3.1% |
| 30D | +26.3% | -23.2% | +49.5% | +34.8% |
| 3M | +8.7% | -12.7% | +21.4% | +7.8% |
| 6M | +51.7% | +11.2% | +40.5% | +36.8% |
| YTD | +99.0% | -11.2% | +110.3% | +88.9% |
| 1Y | +34.6% | -22.5% | +57.1% | +29.9% |
| 3Y | -7.8% | -1.3% | -6.4% | -22.9% |
| 5Y | +104.8% | -54.2% | +158.9% | +90.4% |
| 10Y | +7.2% | -6.1% | +13.4% | -25.0% |
| All | -21.0% | +837.3% | -858.3% | -70.0% |
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