+49.1%
AMBQ vs SPY
+22.5%
+26.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +3.0% |
| 7D | +0.2% | +0.1% | +0.1% | -0.2% |
| 30D | -8.8% | +0.1% | -8.9% | -9.0% |
| 3M | -32.4% | +2.0% | -34.4% | -35.2% |
| 6M | +104.7% | +13.0% | +91.7% | +49.9% |
| YTD | +101.6% | +13.5% | +88.0% | +44.9% |
| 1Y | +41.5% | +20.0% | +21.6% | -18.5% |
| All | +49.1% | +22.5% | +26.6% | -21.5% |
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 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