+267.1%
SMH vs AMBA
-1.0%
+268.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +2.5% | -11.0% | +13.5% | +6.8% |
| 30D | -0.5% | -23.2% | +22.7% | +9.2% |
| 3M | -9.6% | -12.7% | +3.1% | -7.7% |
| 6M | +42.1% | +11.2% | +30.9% | +29.6% |
| YTD | +57.4% | -11.2% | +68.7% | +53.9% |
| 1Y | +96.2% | -22.5% | +118.8% | +97.3% |
| All | +267.1% | -1.0% | +268.0% | +218.9% |
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