+268.1%
SO vs AMBA
+722.2%
-454.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.7% | +0.5% |
| 7D | +0.4% | -14.6% | +14.9% | +0.7% |
| 30D | +9.2% | -18.8% | +28.0% | +9.8% |
| 3M | +1.1% | -32.6% | +33.7% | +2.0% |
| 6M | -1.1% | -25.8% | +24.8% | -0.9% |
| YTD | +9.7% | -22.1% | +31.8% | +9.5% |
| 1Y | +5.5% | -36.2% | +41.7% | +5.9% |
| 3Y | +47.0% | +10.0% | +37.1% | +42.2% |
| 5Y | +77.6% | -71.6% | +149.1% | +78.7% |
| 10Y | +181.0% | -4.7% | +185.7% | +158.0% |
| All | +268.1% | +722.2% | -454.1% | +214.5% |
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