-27.6%
AMBP vs SPY
+87.2%
-114.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | +29.1% | +2.0% | +27.1% | +26.7% |
| 6M | +11.4% | +13.0% | -1.6% | -0.1% |
| YTD | +28.2% | +13.5% | +14.7% | +14.5% |
| 1Y | +48.1% | +20.0% | +28.1% | +25.5% |
| 3Y | +88.5% | +77.2% | +11.3% | +7.0% |
| 5Y | -31.1% | +81.9% | -112.9% | -62.2% |
| All | -27.6% | +87.2% | -114.8% | -61.4% |
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