+14.0%
SMTC vs AMBA
-70.4%
+84.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.1% | +6.6% | +9.5% |
| 7D | -19.0% | -7.2% | -11.7% | -14.8% |
| 30D | -46.7% | -10.4% | -36.4% | -42.8% |
| 3M | -23.4% | -30.1% | +6.7% | -6.9% |
| 6M | -13.4% | -22.4% | +9.0% | -3.7% |
| YTD | +40.1% | -17.3% | +57.4% | +47.9% |
| 1Y | +47.7% | -35.4% | +83.1% | +74.5% |
| 3Y | +606.9% | +18.6% | +588.3% | +486.8% |
| All | +14.0% | -70.4% | +84.4% | +45.2% |
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 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