+439.5%
SN vs AMBA
-27.9%
+467.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.4% |
| 7D | +7.2% | -7.2% | +14.4% | +8.8% |
| 30D | +20.4% | -10.4% | +30.8% | +22.8% |
| 3M | +23.9% | -30.1% | +54.0% | +32.9% |
| 6M | +93.0% | -22.4% | +115.5% | +92.8% |
| YTD | +99.2% | -17.3% | +116.6% | +92.2% |
| 1Y | +142.6% | -35.4% | +178.0% | +149.0% |
| 3Y | +398.8% | +18.6% | +380.2% | +303.1% |
| All | +439.5% | -27.9% | +467.3% | +334.7% |
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 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