+9.0%
SNY vs AMBA
-54.0%
+63.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.5% |
| 7D | -2.7% | -6.4% | +3.7% | -2.5% |
| 30D | -0.7% | -26.8% | +26.2% | +0.5% |
| 3M | -1.6% | -7.6% | +6.0% | -1.9% |
| 6M | +2.3% | +21.2% | -18.9% | 0.0% |
| YTD | -6.0% | -10.4% | +4.4% | -6.8% |
| 1Y | -2.7% | -24.4% | +21.8% | -2.9% |
| 3Y | -7.5% | +6.0% | -13.5% | -11.1% |
| All | +9.0% | -54.0% | +63.0% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling