+155.0%
SO vs AMBA
-7.1%
+162.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -0.2% | -11.0% | +10.8% | +0.2% |
| 30D | -4.6% | -23.2% | +18.6% | -3.8% |
| 3M | -3.0% | -12.7% | +9.7% | -3.1% |
| 6M | -8.3% | +11.2% | -19.5% | -9.4% |
| YTD | +3.5% | -11.2% | +14.8% | +3.0% |
| 1Y | -0.9% | -22.5% | +21.6% | -1.2% |
| 3Y | +45.4% | -1.3% | +46.7% | +40.7% |
| 5Y | +59.6% | -54.2% | +113.8% | +56.4% |
| All | +155.0% | -7.1% | +162.0% | +122.0% |
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