+830.6%
SCHG vs AMBA
+837.3%
-6.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.7% | -11.0% | +10.3% | +1.3% |
| 30D | +0.2% | -23.2% | +23.4% | +4.7% |
| 3M | +2.2% | -12.7% | +14.9% | +2.6% |
| 6M | +15.0% | +11.2% | +3.8% | +9.3% |
| YTD | +9.2% | -11.2% | +20.4% | +7.3% |
| 1Y | +15.7% | -22.5% | +38.3% | +15.3% |
| 3Y | +87.3% | -1.3% | +88.6% | +71.1% |
| 5Y | +84.5% | -54.2% | +138.6% | +80.4% |
| 10Y | +448.7% | -6.1% | +454.8% | +347.2% |
| All | +830.6% | +837.3% | -6.7% | +489.6% |
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