+7.6%
AMBA vs SPY
+315.0%
-307.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -8.6% | -3.3% | -5.3% | -2.6% |
| 3M | -29.0% | -2.4% | -26.6% | -25.4% |
| 6M | -19.2% | +2.6% | -21.8% | -20.8% |
| YTD | -13.0% | +11.2% | -24.2% | -25.0% |
| 1Y | -31.3% | +13.4% | -44.6% | -42.5% |
| 3Y | +28.1% | +79.9% | -51.7% | -45.6% |
| 5Y | -69.4% | +72.2% | -141.6% | -84.8% |
| 10Y | +7.6% | +307.3% | -299.7% | -80.6% |
| All | +7.6% | +315.0% | -307.4% | -80.6% |
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