+338.6%
SPGI vs AMBA
+7.9%
+330.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.1% |
| 7D | -1.4% | +2.6% | -3.9% | -1.8% |
| 30D | +15.3% | -3.6% | +18.8% | +15.6% |
| 3M | +16.5% | -24.6% | +41.1% | +20.1% |
| 6M | +19.8% | -21.6% | +41.4% | +19.7% |
| YTD | -3.2% | -11.8% | +8.5% | -5.9% |
| 1Y | +1.8% | -33.2% | +35.0% | +2.7% |
| 3Y | +30.6% | +24.5% | +6.1% | +12.5% |
| 5Y | +16.0% | -67.7% | +83.7% | +16.5% |
| 10Y | +338.6% | +4.7% | +333.8% | +204.7% |
| All | +338.6% | +7.9% | +330.7% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling