-52.1%
SMR vs AMBA
-45.1%
-7.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.6% | -6.9% |
| 7D | +10.3% | +10.7% | -0.4% | +6.1% |
| 30D | -25.7% | -5.0% | -20.7% | -23.6% |
| 3M | -49.7% | -26.9% | -22.8% | -42.7% |
| 6M | -59.8% | -21.9% | -37.9% | -57.3% |
| YTD | -66.0% | -13.8% | -52.2% | -65.5% |
| 1Y | -81.4% | -36.1% | -45.4% | -79.0% |
| 3Y | +130.6% | +21.6% | +109.0% | +107.1% |
| All | -52.1% | -45.1% | -7.0% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling