-61.9%
AMBO vs SPY
+9.7%
-71.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -0.3% |
| 30D | -19.6% | -5.4% | -14.2% | -16.5% |
| 3M | -27.8% | -4.1% | -23.7% | -25.8% |
| 6M | -31.5% | +0.7% | -32.2% | -31.9% |
| YTD | -46.4% | +8.7% | -55.0% | -52.9% |
| All | -61.9% | +9.7% | -71.6% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling