+73.3%
SPG vs AMBA
-72.1%
+145.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.6% | +0.3% |
| 7D | +5.0% | -14.6% | +19.6% | +7.0% |
| 30D | +12.3% | -18.8% | +31.1% | +15.0% |
| 3M | +1.9% | -32.6% | +34.5% | +6.6% |
| 6M | +14.4% | -25.8% | +40.2% | +15.1% |
| YTD | +26.5% | -22.1% | +48.6% | +25.0% |
| 1Y | +30.7% | -36.2% | +66.9% | +32.6% |
| 3Y | +122.6% | +10.0% | +112.6% | +92.1% |
| 5Y | +73.3% | -71.6% | +144.9% | +65.4% |
| All | +73.3% | -72.1% | +145.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling