+37.0%
SOLS vs AMBA
-28.6%
+65.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | +14.0% | +2.7% | +11.3% | +13.3% |
| 30D | +10.0% | -2.2% | +12.1% | +10.6% |
| 3M | +5.8% | -26.6% | +32.5% | +13.0% |
| 6M | -25.2% | -26.8% | +1.6% | -22.5% |
| YTD | +36.5% | -15.1% | +51.7% | +32.5% |
| 1Y | +45.0% | -32.3% | +77.3% | +45.2% |
| All | +37.0% | -28.6% | +65.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling