+175.2%
SO vs AMBA
-0.9%
+176.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -1.2% |
| 7D | -1.5% | -7.2% | +5.8% | -1.3% |
| 30D | +8.1% | -10.4% | +18.5% | +8.3% |
| 3M | +0.2% | -30.1% | +30.3% | +1.1% |
| 6M | +0.4% | -22.4% | +22.8% | +0.4% |
| YTD | +8.5% | -17.3% | +25.8% | +8.1% |
| 1Y | +4.9% | -35.4% | +40.3% | +5.4% |
| 3Y | +47.9% | +18.6% | +29.3% | +41.1% |
| 5Y | +75.7% | -69.8% | +145.5% | +77.8% |
| All | +175.2% | -0.9% | +176.1% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling