+57.4%
AMBQ vs SPY
+20.5%
+36.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -3.0% |
| 7D | +7.5% | -2.0% | +9.5% | +14.3% |
| 30D | -7.1% | -1.7% | -5.4% | -2.2% |
| 3M | -19.2% | +4.7% | -24.0% | -28.8% |
| 6M | +98.0% | +12.5% | +85.5% | +47.7% |
| YTD | +112.8% | +11.7% | +101.1% | +60.8% |
| 1Y | +73.1% | +17.5% | +55.6% | +7.0% |
| All | +57.4% | +20.5% | +36.9% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling