+2.0%
SNY vs AMBA
-25.6%
+27.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.5% | +4.7% |
| 7D | +12.4% | -8.1% | +20.5% | +12.1% |
| 30D | +20.1% | -10.8% | +30.9% | +19.8% |
| 3M | +11.2% | -25.9% | +37.1% | +10.5% |
| 6M | +9.5% | -13.9% | +23.4% | +8.9% |
| YTD | +3.4% | -14.0% | +17.4% | +1.7% |
| 1Y | +2.0% | -25.7% | +27.7% | +0.8% |
| All | +2.0% | -25.6% | +27.6% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling