+9.5%
SPGI vs AMBA
-54.5%
+64.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +0.1% | -11.0% | +11.1% | +1.3% |
| 30D | +8.4% | -23.2% | +31.6% | +11.2% |
| 3M | +11.8% | -12.7% | +24.5% | +11.5% |
| 6M | +5.7% | +11.2% | -5.5% | +0.8% |
| YTD | -9.7% | -11.2% | +1.5% | -11.6% |
| 1Y | -12.5% | -22.5% | +10.1% | -13.7% |
| 3Y | +21.8% | -1.3% | +23.1% | +10.1% |
| All | +9.5% | -54.5% | +64.0% | -2.7% |
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 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