-0.1%
AMBA vs SPY
+312.9%
-313.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.6% |
| 7D | -7.2% | -2.7% | -4.5% | -2.5% |
| 30D | -10.4% | -5.4% | -5.0% | -0.8% |
| 3M | -30.1% | -4.1% | -26.0% | -24.4% |
| 6M | -22.4% | +0.7% | -23.1% | -21.5% |
| YTD | -17.3% | +8.7% | -26.0% | -25.8% |
| 1Y | -35.4% | +10.9% | -46.3% | -43.8% |
| 3Y | +18.6% | +75.0% | -56.4% | -47.1% |
| 5Y | -69.8% | +67.8% | -137.6% | -84.3% |
| All | -0.1% | +312.9% | -313.0% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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