+282.5%
SMTC vs AMBA
+722.2%
-439.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.4% | -8.1% | -13.7% |
| 7D | -35.0% | -14.6% | -20.4% | -30.3% |
| 30D | -53.6% | -18.8% | -34.8% | -49.1% |
| 3M | -24.5% | -32.6% | +8.1% | -11.1% |
| 6M | -19.0% | -25.8% | +6.8% | -9.9% |
| YTD | +24.2% | -22.1% | +46.3% | +34.1% |
| 1Y | +35.6% | -36.2% | +71.8% | +56.4% |
| 3Y | +521.9% | +10.0% | +511.9% | +480.4% |
| 5Y | +1.5% | -71.6% | +73.0% | +34.8% |
| 10Y | +274.7% | -4.7% | +279.4% | +222.0% |
| All | +282.5% | +722.2% | -439.7% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling