+51.6%
SW vs AMBA
+21.5%
+30.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.3% |
| 7D | +12.1% | -8.1% | +20.1% | +13.5% |
| 30D | +6.6% | -10.8% | +17.3% | +8.2% |
| 3M | -6.0% | -25.9% | +19.9% | -1.9% |
| 6M | +21.5% | -13.9% | +35.3% | +19.4% |
| YTD | +20.3% | -14.0% | +34.3% | +16.9% |
| 1Y | +28.1% | -25.7% | +53.8% | +26.9% |
| All | +51.6% | +21.5% | +30.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling