+24.5%
SSPC vs AMBA
-21.9%
+46.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -9.4% | +27.7% | +15.3% |
| 7D | +29.9% | -14.6% | +44.4% | +24.8% |
| 30D | +73.6% | -18.8% | +92.4% | +66.6% |
| 3M | -46.3% | -32.6% | -13.7% | -50.4% |
| All | +24.5% | -21.9% | +46.3% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling