+61.7%
SNY vs AMBA
+8.8%
+52.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -3.6% | +7.1% | -10.7% | -4.1% |
| 30D | -1.9% | -18.1% | +16.2% | -0.8% |
| 3M | -2.0% | +8.4% | -10.3% | -3.3% |
| 6M | +2.5% | +25.7% | -23.1% | -0.5% |
| YTD | -7.0% | -4.2% | -2.8% | -8.3% |
| 1Y | -4.4% | -18.7% | +14.3% | -5.1% |
| 3Y | -8.4% | +13.3% | -21.7% | -13.3% |
| 5Y | +9.5% | -54.2% | +63.8% | +7.3% |
| All | +61.7% | +8.8% | +52.9% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling