+432.7%
SN vs AMBA
-24.8%
+457.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.5% |
| 7D | +1.4% | +10.7% | -9.3% | -0.8% |
| 30D | +16.6% | -5.0% | +21.6% | +17.5% |
| 3M | +18.3% | -26.9% | +45.2% | +25.7% |
| 6M | +103.1% | -21.9% | +125.0% | +103.3% |
| YTD | +96.7% | -13.8% | +110.5% | +88.1% |
| 1Y | +134.3% | -36.1% | +170.4% | +142.3% |
| 3Y | +425.2% | +21.6% | +403.6% | +321.0% |
| All | +432.7% | -24.8% | +457.5% | +325.3% |
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