-11.8%
SNDU vs AMBA
+18.1%
-29.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +3.5% | +23.9% | +23.1% |
| 7D | -20.3% | +2.6% | -22.9% | -16.5% |
| 30D | -64.4% | -3.6% | -60.8% | -59.0% |
| 3M | -57.5% | -24.6% | -32.9% | -36.8% |
| 6M | -82.9% | -21.6% | -61.2% | -79.2% |
| All | -11.8% | +18.1% | -29.9% | -58.5% |
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