+34.8%
SOLS vs AMBA
-28.3%
+63.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.7% |
| 7D | +5.3% | -2.7% | +8.0% | +6.0% |
| 30D | +6.0% | -10.5% | +16.5% | +8.6% |
| 3M | +7.9% | -26.4% | +34.4% | +15.2% |
| 6M | -16.7% | -20.9% | +4.2% | -15.0% |
| YTD | +34.3% | -14.8% | +49.1% | +30.2% |
| 1Y | +38.2% | -36.1% | +74.3% | +40.7% |
| All | +34.8% | -28.3% | +63.1% | +32.5% |
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