+316.7%
SPYM vs AMBA
-9.0%
+325.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | -11.0% | +11.1% | +2.0% |
| 30D | +0.1% | -23.2% | +23.2% | +4.4% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.1% | +11.2% | +1.8% | +7.4% |
| YTD | +13.6% | -11.2% | +24.8% | +11.6% |
| 1Y | +20.1% | -22.5% | +42.6% | +19.4% |
| 3Y | +77.6% | -1.3% | +78.9% | +61.0% |
| 5Y | +82.5% | -54.2% | +136.7% | +75.2% |
| All | +316.7% | -9.0% | +325.8% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling