-11.6%
AMBO vs SPY
+79.4%
-90.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -8.2% |
| 7D | -19.3% | -0.9% | -18.3% | -19.7% |
| 30D | -29.3% | -2.4% | -27.0% | -30.2% |
| 3M | -33.7% | -1.2% | -32.5% | -34.1% |
| 6M | -38.4% | +3.3% | -41.7% | -37.1% |
| YTD | -52.9% | +12.3% | -65.2% | -50.1% |
| 1Y | -67.0% | +12.4% | -79.5% | -65.0% |
| All | -11.6% | +79.4% | -90.9% | +69.6% |
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 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