+304.7%
SPOT vs AMBA
+24.3%
+280.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -3.2% |
| 7D | +1.6% | -7.2% | +8.9% | +3.1% |
| 30D | +17.6% | -10.4% | +27.9% | +19.8% |
| 3M | +26.9% | -30.1% | +57.1% | +35.9% |
| 6M | +41.8% | -22.4% | +64.2% | +41.9% |
| YTD | +3.8% | -17.3% | +21.2% | +0.4% |
| 1Y | -2.5% | -35.4% | +32.9% | -0.3% |
| 3Y | +260.6% | +18.6% | +241.9% | +182.7% |
| 5Y | +108.6% | -69.8% | +178.4% | +119.7% |
| All | +304.7% | +24.3% | +280.3% | +160.8% |
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