+16.4%
SNY vs AMBA
-66.8%
+83.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.3% |
| 7D | +2.0% | +2.6% | -0.6% | +1.9% |
| 30D | +21.9% | -3.6% | +25.4% | +21.9% |
| 3M | +11.2% | -24.6% | +35.8% | +12.2% |
| 6M | +14.0% | -21.6% | +35.6% | +14.1% |
| YTD | +5.5% | -11.8% | +17.3% | +4.5% |
| 1Y | -1.1% | -33.2% | +32.1% | -0.6% |
| 3Y | +21.2% | +24.5% | -3.3% | +15.0% |
| 5Y | +16.4% | -67.7% | +84.1% | +15.7% |
| All | +16.4% | -66.8% | +83.2% | +15.7% |
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