+555.3%
SPYM vs AMBA
+772.6%
-217.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.5% |
| 7D | -2.7% | -7.2% | +4.6% | -1.7% |
| 30D | -5.4% | -10.4% | +5.0% | -4.1% |
| 3M | -4.1% | -30.1% | +26.1% | +0.3% |
| 6M | +0.8% | -22.4% | +23.2% | +1.7% |
| YTD | +8.8% | -17.3% | +26.1% | +8.0% |
| 1Y | +11.0% | -35.4% | +46.4% | +13.5% |
| 3Y | +75.5% | +18.6% | +56.9% | +58.4% |
| 5Y | +68.4% | -69.8% | +138.3% | +72.5% |
| 10Y | +316.1% | +1.1% | +315.0% | +244.2% |
| All | +555.3% | +772.6% | -217.2% | +355.3% |
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