+224.4%
SU vs AMBA
+818.6%
-594.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.6% |
| 7D | -10.6% | 0.0% | -10.5% | -10.6% |
| 30D | -6.6% | -8.6% | +2.0% | -5.7% |
| 3M | +12.9% | -29.0% | +41.9% | +17.3% |
| 6M | +6.7% | -19.2% | +26.0% | +6.8% |
| YTD | +55.2% | -13.0% | +68.2% | +52.3% |
| 1Y | +61.5% | -31.3% | +92.8% | +63.0% |
| 3Y | +128.7% | +28.1% | +100.5% | +101.6% |
| 5Y | +210.8% | -69.4% | +280.3% | +217.3% |
| 10Y | +214.4% | +7.6% | +206.7% | +148.7% |
| All | +224.4% | +818.6% | -594.2% | +91.0% |
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