+401.0%
SN vs AMBA
-1.0%
+402.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -9.3% | -11.0% | +1.6% | -6.7% |
| 30D | -4.8% | -23.2% | +18.4% | +1.3% |
| 3M | +40.4% | -12.7% | +53.1% | +40.3% |
| 6M | +50.9% | +11.2% | +39.7% | +36.1% |
| YTD | +54.9% | -11.2% | +66.2% | +48.2% |
| 1Y | +43.0% | -22.5% | +65.6% | +39.4% |
| All | +401.0% | -1.0% | +402.0% | +317.8% |
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