+460.3%
SPMO vs AMBA
+2.1%
+458.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.6% |
| 7D | -8.7% | -7.2% | -1.5% | -7.5% |
| 30D | -18.7% | -10.4% | -8.3% | -17.2% |
| 3M | -16.4% | -30.1% | +13.7% | -11.6% |
| 6M | -11.9% | -22.4% | +10.6% | -10.2% |
| YTD | +4.9% | -17.3% | +22.2% | +4.9% |
| 1Y | +6.2% | -35.4% | +41.6% | +10.0% |
| 3Y | +115.1% | +18.6% | +96.5% | +93.7% |
| 5Y | +102.2% | -69.8% | +172.0% | +110.0% |
| 10Y | +422.3% | +1.1% | +421.2% | +308.9% |
| All | +460.3% | +2.1% | +458.3% | +334.6% |
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