-48.0%
SMR vs AMBA
-43.8%
-4.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.3% |
| 7D | +1.9% | +2.6% | -0.6% | +1.5% |
| 30D | -21.9% | -3.6% | -18.4% | -20.3% |
| 3M | -47.1% | -24.6% | -22.5% | -40.6% |
| 6M | -60.6% | -21.6% | -39.0% | -58.2% |
| YTD | -63.1% | -11.8% | -51.3% | -63.0% |
| 1Y | -80.4% | -33.2% | -47.3% | -78.3% |
| 3Y | +150.2% | +24.5% | +125.8% | +122.4% |
| All | -48.0% | -43.8% | -4.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling