+101.7%
SMR vs AMBA
+21.7%
+80.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -8.3% | +2.7% | -10.9% | -9.4% |
| 30D | -20.1% | -2.2% | -17.9% | -18.6% |
| 3M | -52.7% | -26.6% | -26.0% | -44.2% |
| 6M | -61.0% | -26.8% | -34.3% | -56.8% |
| YTD | -67.1% | -15.1% | -52.0% | -67.1% |
| 1Y | -79.9% | -32.3% | -47.6% | -77.5% |
| 3Y | +101.7% | +19.8% | +81.9% | +69.9% |
| All | +101.7% | +21.7% | +80.0% | +69.9% |
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 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