-90.2%
SNDQ vs AMBA
-2.1%
-88.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.6% | +9.2% |
| 7D | -18.7% | +2.7% | -21.4% | -13.9% |
| 30D | +69.5% | -2.2% | +71.7% | +80.5% |
| 3M | +54.2% | -26.6% | +80.9% | +24.0% |
| 6M | -69.6% | -26.8% | -42.8% | -57.5% |
| All | -90.2% | -2.1% | -88.1% | -79.2% |
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