-79.9%
SMR vs AMBA
-35.5%
-44.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -8.3% | +2.7% | -10.9% | -9.3% |
| 30D | -20.1% | -2.2% | -17.9% | -18.8% |
| 3M | -52.7% | -26.6% | -26.0% | -45.6% |
| 6M | -61.0% | -26.8% | -34.3% | -57.6% |
| YTD | -67.1% | -15.1% | -52.0% | -68.8% |
| 1Y | -79.9% | -32.3% | -47.6% | -79.8% |
| All | -79.9% | -35.5% | -44.4% | -79.8% |
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