-30.4%
SPXS vs AMBA
-25.6%
-4.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -5.3% |
| 7D | +2.2% | -8.1% | +10.2% | +0.2% |
| 30D | +3.8% | -10.8% | +14.5% | +1.4% |
| 3M | +3.3% | -25.9% | +29.2% | -2.7% |
| 6M | -16.7% | -13.9% | -2.8% | -13.6% |
| YTD | -28.5% | -14.0% | -14.5% | -21.5% |
| 1Y | -30.4% | -25.7% | -4.8% | -24.9% |
| All | -30.4% | -25.6% | -4.8% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling