+425.4%
SN vs AMBA
-32.0%
+457.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.5% | +1.1% |
| 7D | +3.8% | -14.6% | +18.4% | +7.3% |
| 30D | +17.5% | -18.8% | +36.3% | +22.5% |
| 3M | +19.2% | -32.6% | +51.8% | +28.8% |
| 6M | +84.9% | -25.8% | +110.7% | +86.3% |
| YTD | +94.0% | -22.1% | +116.2% | +89.7% |
| 1Y | +151.3% | -36.2% | +187.6% | +157.7% |
| 3Y | +387.1% | +10.0% | +377.1% | +299.3% |
| All | +425.4% | -32.0% | +457.4% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling