+343.3%
SPGI vs AMBA
-0.9%
+344.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +1.2% | +2.7% | -1.4% | +0.9% |
| 30D | +15.9% | -2.2% | +18.1% | +16.0% |
| 3M | +12.3% | -26.6% | +38.9% | +16.2% |
| 6M | +23.7% | -26.8% | +50.5% | +24.8% |
| YTD | -3.5% | -15.1% | +11.6% | -5.8% |
| 1Y | +0.4% | -32.3% | +32.7% | +1.1% |
| 3Y | +29.9% | +19.8% | +10.1% | +12.4% |
| 5Y | +15.2% | -69.2% | +84.4% | +16.5% |
| All | +343.3% | -0.9% | +344.2% | +210.5% |
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