-49.5%
SMR vs AMBA
-47.3%
-2.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.1% | +10.1% | +13.7% |
| 7D | -9.6% | -7.2% | -2.4% | -6.2% |
| 30D | -33.8% | -10.4% | -23.4% | -30.3% |
| 3M | -46.4% | -30.1% | -16.2% | -37.7% |
| 6M | -62.4% | -22.4% | -40.0% | -59.9% |
| YTD | -64.1% | -17.3% | -46.8% | -63.1% |
| 1Y | -84.3% | -35.4% | -49.0% | -82.4% |
| 3Y | +55.8% | +18.6% | +37.2% | +42.2% |
| All | -49.5% | -47.3% | -2.2% | -52.7% |
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