+4,264.2%
SMH vs AMBA
+837.3%
+3,427.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +2.5% | -11.0% | +13.5% | +6.0% |
| 30D | -0.5% | -23.2% | +22.7% | +7.4% |
| 3M | -9.6% | -12.7% | +3.1% | -7.8% |
| 6M | +42.1% | +11.2% | +30.9% | +33.5% |
| YTD | +57.4% | -11.2% | +68.7% | +56.4% |
| 1Y | +96.2% | -22.5% | +118.8% | +99.9% |
| 3Y | +267.9% | -1.3% | +269.2% | +233.7% |
| 5Y | +327.7% | -54.2% | +381.8% | +341.3% |
| 10Y | +1,764.6% | -6.1% | +1,770.8% | +1,385.9% |
| All | +4,264.2% | +837.3% | +3,427.0% | +2,458.5% |
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