+810.4%
AMBA vs SPY
+546.3%
+264.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | -1.9% |
| 7D | -14.6% | -4.7% | -9.8% | -7.0% |
| 30D | -18.8% | -5.9% | -12.9% | -9.5% |
| 3M | -32.6% | -4.5% | -28.1% | -26.6% |
| 6M | -25.8% | +1.8% | -27.6% | -26.3% |
| YTD | -22.1% | +8.3% | -30.5% | -29.6% |
| 1Y | -36.2% | +9.3% | -45.6% | -43.1% |
| 3Y | +10.0% | +74.9% | -64.9% | -50.4% |
| 5Y | -71.6% | +67.3% | -138.8% | -84.9% |
| 10Y | -4.7% | +311.6% | -316.3% | -85.3% |
| All | +810.4% | +546.3% | +264.1% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling