+436.6%
SMTC vs AMBA
-9.0%
+445.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.6% |
| 7D | +12.7% | -11.0% | +23.7% | +18.9% |
| 30D | +22.0% | -23.2% | +45.1% | +38.2% |
| 3M | -12.7% | -12.7% | 0.0% | -8.9% |
| 6M | +64.8% | +11.2% | +53.6% | +52.7% |
| YTD | +100.7% | -11.2% | +111.9% | +102.8% |
| 1Y | +146.9% | -22.5% | +169.4% | +160.2% |
| 3Y | +456.8% | -1.3% | +458.1% | +411.6% |
| 5Y | +89.2% | -54.2% | +143.4% | +111.0% |
| All | +436.6% | -9.0% | +445.6% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling