+1,469.9%
SMH vs AMBA
+12.8%
+1,457.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +3.1% |
| 7D | -4.1% | 0.0% | -4.1% | -3.9% |
| 30D | -19.2% | -8.6% | -10.6% | -16.4% |
| 3M | -16.4% | -29.0% | +12.6% | -5.9% |
| 6M | -14.0% | -19.2% | +5.2% | -11.3% |
| YTD | +35.3% | -13.0% | +48.3% | +34.0% |
| 1Y | +40.4% | -31.3% | +71.7% | +49.5% |
| 3Y | +226.8% | +28.1% | +198.7% | +158.1% |
| 5Y | +232.3% | -69.4% | +301.8% | +288.1% |
| 10Y | +1,469.9% | +7.6% | +1,462.3% | +895.6% |
| All | +1,469.9% | +12.8% | +1,457.1% | +895.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling