+78.0%
SPG vs AMBA
-70.4%
+148.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | 0.0% |
| 7D | +4.9% | -7.2% | +12.1% | +5.8% |
| 30D | +15.6% | -10.4% | +26.0% | +16.9% |
| 3M | +4.1% | -30.1% | +34.2% | +8.4% |
| 6M | +13.6% | -22.4% | +36.0% | +13.6% |
| YTD | +27.5% | -17.3% | +44.9% | +25.0% |
| 1Y | +32.2% | -35.4% | +67.6% | +34.3% |
| 3Y | +126.0% | +18.6% | +107.4% | +92.8% |
| All | +78.0% | -70.4% | +148.4% | +69.1% |
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