+147.8%
SW vs AMBA
-7.1%
+154.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | -5.1% | -11.0% | +5.9% | -4.0% |
| 30D | -4.6% | -23.2% | +18.6% | -2.0% |
| 3M | +9.4% | -12.7% | +22.1% | +9.5% |
| 6M | +3.5% | +11.2% | -7.7% | +0.2% |
| YTD | +22.0% | -11.2% | +33.3% | +20.7% |
| 1Y | +2.2% | -22.5% | +24.7% | +1.9% |
| 3Y | +19.6% | -1.3% | +20.9% | +13.5% |
| 5Y | -2.3% | -54.2% | +51.8% | -4.8% |
| All | +147.8% | -7.1% | +154.8% | +132.8% |
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