+312.8%
SPY vs AMBA
-7.1%
+319.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.1% | -11.0% | +11.1% | +2.0% |
| 30D | +0.1% | -23.2% | +23.2% | +4.3% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.0% | +11.2% | +1.8% | +7.4% |
| YTD | +13.5% | -11.2% | +24.8% | +11.5% |
| 1Y | +20.0% | -22.5% | +42.5% | +19.3% |
| 3Y | +77.2% | -1.3% | +78.5% | +60.7% |
| 5Y | +81.9% | -54.2% | +136.0% | +74.6% |
| All | +312.8% | -7.1% | +319.9% | +209.0% |
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