+96.9%
SNY vs AMBA
+796.0%
-699.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | +2.8% | +2.7% | +0.1% | +2.7% |
| 30D | +21.6% | -2.2% | +23.8% | +21.7% |
| 3M | +10.5% | -26.6% | +37.1% | +12.2% |
| 6M | +14.0% | -26.8% | +40.8% | +14.7% |
| YTD | +5.4% | -15.1% | +20.5% | +4.5% |
| 1Y | -2.5% | -32.3% | +29.8% | -2.0% |
| 3Y | +22.1% | +19.8% | +2.3% | +15.2% |
| 5Y | +18.0% | -69.2% | +87.3% | +19.1% |
| 10Y | +77.7% | +0.8% | +76.9% | +55.7% |
| All | +96.9% | +796.0% | -699.0% | +43.2% |
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