+4.7%
AMBA vs SPY
+311.8%
-307.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +1.2% |
| 7D | +2.6% | -0.9% | +3.5% | +4.7% |
| 30D | -3.6% | -2.4% | -1.2% | +1.0% |
| 3M | -24.6% | -1.2% | -23.5% | -22.6% |
| 6M | -21.6% | +3.3% | -24.9% | -24.1% |
| YTD | -11.8% | +12.3% | -24.1% | -25.2% |
| 1Y | -33.2% | +12.4% | -45.6% | -43.3% |
| 3Y | +24.5% | +78.8% | -54.3% | -46.7% |
| 5Y | -67.7% | +75.2% | -142.8% | -84.4% |
| 10Y | +4.7% | +311.1% | -306.4% | -82.1% |
| All | +4.7% | +311.8% | -307.0% | -82.1% |
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