-85.6%
SMR vs AMBA
-25.6%
-60.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.7% | -3.7% |
| 7D | -9.5% | -8.1% | -1.5% | -6.1% |
| 30D | -33.2% | -10.8% | -22.5% | -29.8% |
| 3M | -45.9% | -25.9% | -20.0% | -38.6% |
| 6M | -57.9% | -13.9% | -44.0% | -58.3% |
| YTD | -63.8% | -14.0% | -49.8% | -66.0% |
| 1Y | -85.6% | -25.7% | -59.9% | -86.1% |
| All | -85.6% | -25.6% | -60.0% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling