-2.5%
SNY vs AMBA
-35.5%
+33.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.9% |
| 30D | +21.6% | -2.2% | +23.8% | +21.5% |
| 3M | +10.5% | -26.6% | +37.1% | +9.7% |
| 6M | +14.0% | -26.8% | +40.8% | +13.9% |
| YTD | +5.4% | -15.1% | +20.5% | +3.4% |
| 1Y | -2.5% | -32.3% | +29.8% | -4.0% |
| All | -2.5% | -35.5% | +33.0% | -4.0% |
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 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