+1,028.8%
SPGI vs AMBA
+807.9%
+220.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.6% |
| 7D | +7.2% | -8.1% | +15.3% | +8.3% |
| 30D | +23.2% | -10.8% | +34.0% | +24.7% |
| 3M | +17.0% | -25.9% | +42.9% | +20.8% |
| 6M | +20.4% | -13.9% | +34.3% | +18.8% |
| YTD | -1.9% | -14.0% | +12.1% | -3.9% |
| 1Y | +2.9% | -25.7% | +28.6% | +2.2% |
| 3Y | +36.2% | +21.5% | +14.8% | +20.2% |
| 5Y | +14.8% | -68.9% | +83.7% | +15.8% |
| 10Y | +355.1% | +5.2% | +349.9% | +256.5% |
| All | +1,028.8% | +807.9% | +220.9% | +625.4% |
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