+67.8%
SPYG vs AMBA
-69.7%
+137.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +2.3% | +2.7% | -0.3% | +1.8% |
| 30D | -6.5% | -2.2% | -4.3% | -6.1% |
| 3M | -6.8% | -26.6% | +19.8% | -1.4% |
| 6M | -3.1% | -26.8% | +23.6% | -0.4% |
| YTD | +8.0% | -15.1% | +23.1% | +6.1% |
| 1Y | +10.2% | -32.3% | +42.5% | +13.0% |
| 3Y | +91.0% | +19.8% | +71.2% | +60.4% |
| All | +67.8% | -69.7% | +137.6% | +67.5% |
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