+11.8%
AMBA vs SPY
+74.5%
-62.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | +0.7% |
| 7D | -14.6% | -4.7% | -9.8% | -4.4% |
| 30D | -18.8% | -5.9% | -12.9% | -6.2% |
| 3M | -32.6% | -4.5% | -28.1% | -24.7% |
| 6M | -25.8% | +1.8% | -27.6% | -26.9% |
| YTD | -22.1% | +8.3% | -30.5% | -32.4% |
| 1Y | -36.2% | +9.3% | -45.6% | -45.8% |
| All | +11.8% | +74.5% | -62.8% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling