+59.8%
SO vs AMBA
-54.5%
+114.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | -3.0% | -12.7% | +9.7% | -3.1% |
| 6M | -8.3% | +11.2% | -19.5% | -8.4% |
| YTD | +3.5% | -11.2% | +14.8% | +3.5% |
| 1Y | -0.9% | -22.5% | +21.6% | -0.9% |
| 3Y | +45.4% | -1.3% | +46.7% | +43.6% |
| All | +59.8% | -54.5% | +114.3% | +53.1% |
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