+55.8%
SMR vs AMBA
+16.7%
+39.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.1% | +10.1% | +12.9% |
| 7D | -9.6% | -7.2% | -2.4% | -5.1% |
| 30D | -33.8% | -10.4% | -23.4% | -29.3% |
| 3M | -46.4% | -30.1% | -16.2% | -34.9% |
| 6M | -62.4% | -22.4% | -40.0% | -59.8% |
| YTD | -64.1% | -17.3% | -46.8% | -63.7% |
| 1Y | -84.3% | -35.4% | -49.0% | -82.0% |
| 3Y | +55.8% | +18.6% | +37.2% | +7.2% |
| All | +55.8% | +16.7% | +39.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling