-15.6%
SMH vs AMBA
-23.1%
+7.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +1.6% |
| 7D | -11.2% | -7.2% | -4.0% | -8.9% |
| 30D | -25.8% | -10.4% | -15.4% | -23.0% |
| 3M | -18.8% | -30.1% | +11.3% | -9.7% |
| 6M | -15.6% | -22.4% | +6.8% | -12.1% |
| All | -15.6% | -23.1% | +7.5% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling