+75.7%
SNY vs AMBA
+846.1%
-770.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.5% |
| 7D | -2.7% | -6.4% | +3.7% | -2.3% |
| 30D | -0.7% | -26.8% | +26.2% | +1.1% |
| 3M | -1.6% | -7.6% | +6.0% | -2.0% |
| 6M | +2.3% | +21.2% | -18.9% | -0.5% |
| YTD | -6.0% | -10.4% | +4.4% | -6.9% |
| 1Y | -2.7% | -24.4% | +21.8% | -2.9% |
| 3Y | -7.5% | +6.0% | -13.5% | -11.7% |
| 5Y | +6.7% | -53.9% | +60.6% | +4.5% |
| 10Y | +62.3% | -6.2% | +68.4% | +43.0% |
| All | +75.7% | +846.1% | -770.3% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling