+430.5%
SN vs AMBA
-25.0%
+455.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +4.5% |
| 7D | +10.6% | -8.1% | +18.7% | +12.6% |
| 30D | +20.0% | -10.8% | +30.8% | +22.6% |
| 3M | +30.4% | -25.9% | +56.3% | +38.2% |
| 6M | +91.0% | -13.9% | +104.8% | +85.6% |
| YTD | +95.9% | -14.0% | +109.9% | +87.7% |
| 1Y | +158.9% | -25.7% | +184.6% | +155.7% |
| 3Y | +391.8% | +21.5% | +370.4% | +295.0% |
| All | +430.5% | -25.0% | +455.5% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling