+67.3%
SPY vs AMBA
-72.1%
+139.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -2.9% |
| 7D | -4.7% | -14.6% | +9.8% | -2.4% |
| 30D | -5.9% | -18.8% | +12.9% | -3.0% |
| 3M | -4.5% | -32.6% | +28.1% | +1.1% |
| 6M | +1.8% | -25.8% | +27.6% | +3.4% |
| YTD | +8.3% | -22.1% | +30.5% | +8.1% |
| 1Y | +9.3% | -36.2% | +45.6% | +12.3% |
| 3Y | +74.9% | +10.0% | +64.9% | +53.5% |
| 5Y | +67.3% | -71.6% | +138.8% | +65.5% |
| All | +67.3% | -72.1% | +139.4% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling