+763.3%
SPYG vs AMBA
+837.3%
-74.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +0.4% | -11.0% | +11.3% | +2.3% |
| 30D | -0.4% | -23.2% | +22.7% | +3.8% |
| 3M | +0.5% | -12.7% | +13.3% | +1.1% |
| 6M | +17.5% | +11.2% | +6.3% | +12.2% |
| YTD | +14.3% | -11.2% | +25.6% | +12.7% |
| 1Y | +21.7% | -22.5% | +44.3% | +21.6% |
| 3Y | +98.6% | -1.3% | +99.9% | +82.9% |
| 5Y | +85.1% | -54.2% | +139.3% | +81.1% |
| 10Y | +412.0% | -6.1% | +418.2% | +320.9% |
| All | +763.3% | +837.3% | -74.0% | +463.9% |
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