-13.2%
SRE vs AMBA
-32.7%
+19.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -1.9% |
| 7D | -9.2% | -7.2% | -1.9% | -9.3% |
| 30D | -1.9% | -10.4% | +8.5% | -2.2% |
| 3M | -6.5% | -30.1% | +23.6% | -7.4% |
| 6M | -15.2% | -22.4% | +7.2% | -15.4% |
| YTD | -9.5% | -17.3% | +7.9% | -9.7% |
| 1Y | -13.2% | -35.4% | +22.2% | -13.7% |
| All | -13.2% | -32.7% | +19.5% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling