+233.7%
SMH vs AMBA
-69.7%
+303.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.4% |
| 7D | +4.9% | +2.7% | +2.2% | +3.9% |
| 30D | -13.8% | -2.2% | -11.6% | -12.9% |
| 3M | -17.4% | -26.6% | +9.3% | -7.6% |
| 6M | -15.0% | -26.8% | +11.8% | -8.9% |
| YTD | +35.2% | -15.1% | +50.3% | +34.4% |
| 1Y | +41.6% | -32.3% | +73.9% | +51.7% |
| 3Y | +215.6% | +19.8% | +195.8% | +147.0% |
| All | +233.7% | -69.7% | +303.4% | +263.1% |
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