+799.8%
SCHG vs AMBA
+810.0%
-10.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +4.6% | +10.7% | -6.1% | +2.8% |
| 30D | -6.2% | -5.0% | -1.2% | -5.5% |
| 3M | -3.5% | -26.9% | +23.4% | +1.3% |
| 6M | +0.9% | -21.9% | +22.8% | +2.0% |
| YTD | +5.6% | -13.8% | +19.4% | +3.8% |
| 1Y | +4.4% | -36.1% | +40.5% | +7.8% |
| 3Y | +80.1% | +21.6% | +58.5% | +58.2% |
| 5Y | +71.3% | -68.8% | +140.0% | +77.0% |
| 10Y | +437.2% | +2.3% | +434.9% | +334.3% |
| All | +799.8% | +810.0% | -10.2% | +470.7% |
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