+3.0%
SSPC vs AMBA
-17.1%
+20.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.1% | -23.4% | -15.1% |
| 7D | -4.7% | -7.2% | +2.6% | -5.5% |
| 30D | +36.7% | -10.4% | +47.1% | +35.5% |
| 3M | -49.4% | -30.1% | -19.3% | -52.4% |
| All | +3.0% | -17.1% | +20.0% | +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