+67.6%
SPY vs AMBA
-70.4%
+138.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.7% |
| 7D | -2.7% | -7.2% | +4.5% | -1.6% |
| 30D | -5.4% | -10.4% | +5.0% | -3.9% |
| 3M | -4.1% | -30.1% | +26.0% | +1.0% |
| 6M | +0.7% | -22.4% | +23.1% | +1.6% |
| YTD | +8.7% | -17.3% | +26.0% | +7.4% |
| 1Y | +10.9% | -35.4% | +46.3% | +13.7% |
| 3Y | +75.0% | +18.6% | +56.4% | +51.6% |
| All | +67.6% | -70.4% | +138.1% | +64.8% |
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 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