+267.2%
SO vs AMBA
+807.9%
-540.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | +1.7% | -8.1% | +9.8% | +2.0% |
| 30D | +11.1% | -10.8% | +21.9% | +11.4% |
| 3M | +0.7% | -25.9% | +26.6% | +1.4% |
| 6M | -1.4% | -13.9% | +12.5% | -1.6% |
| YTD | +9.4% | -14.0% | +23.4% | +9.0% |
| 1Y | +3.7% | -25.7% | +29.4% | +3.7% |
| 3Y | +46.7% | +21.5% | +25.2% | +41.6% |
| 5Y | +78.9% | -68.9% | +147.8% | +79.7% |
| 10Y | +180.3% | +5.2% | +175.1% | +156.8% |
| All | +267.2% | +807.9% | -540.7% | +213.0% |
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 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