+450.3%
SN vs AMBA
+22.2%
+428.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +7.6% | -2.6% | +10.2% | +8.0% |
| 30D | +22.4% | -10.5% | +32.9% | +25.1% |
| 3M | +21.7% | -26.4% | +48.1% | +29.4% |
| 6M | +102.8% | -20.9% | +123.7% | +101.6% |
| YTD | +102.4% | -14.8% | +117.2% | +93.0% |
| 1Y | +139.0% | -36.1% | +175.0% | +147.3% |
| All | +450.3% | +22.2% | +428.1% | +345.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling