+3,471.0%
SMH vs AMBA
+772.6%
+2,698.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +1.8% |
| 7D | -11.2% | -7.2% | -4.0% | -9.0% |
| 30D | -25.8% | -10.4% | -15.4% | -23.3% |
| 3M | -18.8% | -30.1% | +11.3% | -10.1% |
| 6M | -15.6% | -22.4% | +6.8% | -12.0% |
| YTD | +28.8% | -17.3% | +46.2% | +30.5% |
| 1Y | +32.6% | -35.4% | +67.9% | +42.8% |
| 3Y | +213.6% | +18.6% | +195.0% | +170.8% |
| 5Y | +222.4% | -69.8% | +292.3% | +268.5% |
| 10Y | +1,429.6% | +1.1% | +1,428.5% | +1,120.9% |
| All | +3,471.0% | +772.6% | +2,698.5% | +2,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling