+50.8%
AMBQ vs SPY
+14.6%
+36.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -12.2% |
| 7D | -24.3% | -0.7% | -23.6% | -22.4% |
| 30D | -37.0% | -1.0% | -35.9% | -34.5% |
| 3M | -38.5% | -0.3% | -38.1% | -37.3% |
| 6M | +5.5% | +7.3% | -1.8% | -10.4% |
| YTD | +45.8% | +13.3% | +32.4% | +8.7% |
| 1Y | +50.8% | +14.8% | +36.0% | +9.1% |
| All | +50.8% | +14.6% | +36.2% | +9.1% |
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