+173.4%
SPG vs AMBA
+837.3%
-663.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.4% | -11.0% | +8.6% | -0.9% |
| 30D | -6.8% | -23.2% | +16.3% | -3.7% |
| 3M | +2.7% | -12.7% | +15.4% | +2.5% |
| 6M | +5.5% | +11.2% | -5.8% | +0.7% |
| YTD | +15.7% | -11.2% | +26.9% | +13.4% |
| 1Y | +20.9% | -22.5% | +43.4% | +19.5% |
| 3Y | +112.4% | -1.3% | +113.7% | +94.8% |
| 5Y | +101.4% | -54.2% | +155.5% | +93.9% |
| 10Y | +60.6% | -6.1% | +66.8% | +33.5% |
| All | +173.4% | +837.3% | -663.8% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling