-95.2%
AMBO vs SPY
+215.6%
-310.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -5.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -21.7% | +2.0% | -23.6% | -21.8% |
| 6M | +30.9% | +13.0% | +17.9% | +29.3% |
| YTD | -27.9% | +13.5% | -41.4% | -28.8% |
| 1Y | -39.7% | +20.0% | -59.7% | -40.6% |
| 3Y | 0.0% | +77.2% | -77.2% | -8.6% |
| 5Y | -86.7% | +81.9% | -168.6% | -88.1% |
| All | -95.2% | +215.6% | -310.8% | -96.0% |
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