-81.6%
SMR vs AMBA
-34.6%
-47.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -3.0% |
| 7D | -2.8% | -2.6% | -0.1% | -0.9% |
| 30D | -27.5% | -10.5% | -17.0% | -23.2% |
| 3M | -43.1% | -26.4% | -16.7% | -34.5% |
| 6M | -58.4% | -20.9% | -37.5% | -56.7% |
| YTD | -63.2% | -14.8% | -48.4% | -65.2% |
| 1Y | -81.6% | -36.1% | -45.6% | -81.2% |
| All | -81.6% | -34.6% | -47.0% | -81.2% |
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