+307.3%
SPY vs AMBA
+12.8%
+294.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.5% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -3.3% | -8.6% | +5.3% | -2.0% |
| 3M | -2.4% | -29.0% | +26.6% | +2.7% |
| 6M | +2.6% | -19.2% | +21.8% | +2.9% |
| YTD | +11.2% | -13.0% | +24.2% | +9.1% |
| 1Y | +13.4% | -31.3% | +44.6% | +15.2% |
| 3Y | +79.9% | +28.1% | +51.7% | +55.2% |
| 5Y | +72.2% | -69.4% | +141.6% | +77.3% |
| 10Y | +307.3% | +7.6% | +299.7% | +195.2% |
| All | +307.3% | +12.8% | +294.5% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling