+581.7%
SPY vs AMBA
+837.3%
-255.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.1% | -11.0% | +11.1% | +1.7% |
| 30D | +0.1% | -23.2% | +23.2% | +3.7% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.0% | +11.2% | +1.8% | +8.4% |
| YTD | +13.5% | -11.2% | +24.8% | +12.0% |
| 1Y | +20.0% | -22.5% | +42.5% | +19.6% |
| 3Y | +77.2% | -1.3% | +78.5% | +64.1% |
| 5Y | +81.9% | -54.2% | +136.0% | +76.9% |
| 10Y | +314.1% | -6.1% | +320.2% | +241.4% |
| All | +581.7% | +837.3% | -255.6% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling