-9.3%
SSPC vs AMBA
-12.7%
+3.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +5.3% | -17.2% | -9.9% |
| 7D | -13.9% | 0.0% | -13.9% | -12.2% |
| 30D | +14.3% | -8.6% | +22.9% | +15.0% |
| 3M | -35.2% | -29.0% | -6.2% | -38.5% |
| All | -9.3% | -12.7% | +3.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling