+216.7%
SMH vs AMBA
-70.4%
+287.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +1.3% |
| 7D | -11.2% | -7.2% | -4.0% | -8.4% |
| 30D | -25.8% | -10.4% | -15.4% | -22.6% |
| 3M | -18.8% | -30.1% | +11.3% | -7.6% |
| 6M | -15.6% | -22.4% | +6.8% | -11.7% |
| YTD | +28.8% | -17.3% | +46.2% | +29.4% |
| 1Y | +32.6% | -35.4% | +67.9% | +44.5% |
| 3Y | +213.6% | +18.6% | +195.0% | +146.2% |
| All | +216.7% | -70.4% | +287.2% | +255.7% |
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