+124.2%
SPG vs AMBA
+10.0%
+114.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.6% | -0.1% |
| 7D | +5.0% | -14.6% | +19.6% | +6.2% |
| 30D | +12.3% | -18.8% | +31.1% | +13.9% |
| 3M | +1.9% | -32.6% | +34.5% | +4.7% |
| 6M | +14.4% | -25.8% | +40.2% | +14.7% |
| YTD | +26.5% | -22.1% | +48.6% | +24.9% |
| 1Y | +30.7% | -36.2% | +66.9% | +32.0% |
| All | +124.2% | +10.0% | +114.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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