+122.9%
SPMO vs AMBA
+21.7%
+101.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.3% |
| 7D | +6.3% | +2.7% | +3.7% | +5.8% |
| 30D | -8.9% | -2.2% | -6.7% | -8.5% |
| 3M | -13.2% | -26.6% | +13.4% | -8.2% |
| 6M | -9.3% | -26.8% | +17.5% | -6.4% |
| YTD | +11.6% | -15.1% | +26.7% | +10.4% |
| 1Y | +13.4% | -32.3% | +45.6% | +16.6% |
| 3Y | +122.9% | +19.8% | +103.1% | +91.7% |
| All | +122.9% | +21.7% | +101.2% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling