+56.5%
SMR vs AMBA
-1.0%
+57.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.4% | -11.0% | +15.4% | +10.9% |
| 30D | +3.4% | -23.2% | +26.6% | +19.2% |
| 3M | -19.2% | -12.7% | -6.5% | -16.8% |
| 6M | -22.6% | +11.2% | -33.9% | -33.8% |
| YTD | -31.5% | -11.2% | -20.3% | -33.6% |
| 1Y | -73.1% | -22.5% | -50.5% | -72.4% |
| All | +56.5% | -1.0% | +57.4% | +6.2% |
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