-69.8%
SPCH vs AMBA
-21.9%
-48.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -9.4% | -8.6% | -15.1% |
| 7D | -27.7% | -14.6% | -13.1% | -23.8% |
| 30D | -51.2% | -18.8% | -32.4% | -48.0% |
| 3M | +11.3% | -32.6% | +43.9% | +23.6% |
| All | -69.8% | -21.9% | -48.0% | -68.7% |
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 · Available span rolling