+189.7%
SW vs AMBA
+10.7%
+179.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.3% |
| 7D | +12.1% | -8.1% | +20.1% | +13.0% |
| 30D | +6.6% | -10.8% | +17.3% | +7.7% |
| 3M | -6.0% | -25.9% | +19.9% | -3.4% |
| 6M | +21.5% | -13.9% | +35.3% | +20.8% |
| YTD | +20.3% | -14.0% | +34.3% | +19.0% |
| 1Y | +28.1% | -25.7% | +53.8% | +28.1% |
| 3Y | +51.6% | +21.5% | +30.1% | +41.5% |
| 5Y | -0.1% | -68.9% | +68.8% | -2.0% |
| 10Y | +189.7% | +5.2% | +184.5% | +170.1% |
| All | +189.7% | +10.7% | +179.0% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling