+17.4%
AMBQ vs SPY
+19.5%
-2.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | +0.1% |
| 7D | +1.3% | -0.6% | +1.8% | +4.4% |
| 30D | -22.7% | -3.7% | -19.1% | -10.8% |
| 3M | -29.2% | -2.7% | -26.5% | -20.7% |
| 6M | +2.4% | +2.2% | +0.2% | +1.1% |
| YTD | +58.7% | +10.8% | +47.9% | +26.4% |
| 1Y | +57.4% | +11.2% | +46.1% | +25.2% |
| All | +17.4% | +19.5% | -2.1% | -31.5% |
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