+18.8%
AMBQ vs SPY
+20.0%
-1.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | +2.4% | +16.3% | +10.8% |
| 7D | +5.7% | +0.1% | +5.6% | +6.6% |
| 30D | -21.8% | -3.3% | -18.5% | -10.9% |
| 3M | -32.2% | -2.4% | -29.8% | -24.9% |
| 6M | +3.6% | +2.6% | +1.0% | +1.0% |
| YTD | +60.6% | +11.2% | +49.4% | +26.3% |
| 1Y | +67.8% | +13.4% | +54.5% | +25.5% |
| All | +18.8% | +20.0% | -1.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling