+1.5%
STLA vs AMBA
-0.9%
+2.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -13.8% | +2.7% | -16.5% | -14.4% |
| 30D | -10.5% | -2.2% | -8.4% | -10.5% |
| 3M | -28.9% | -26.6% | -2.2% | -24.0% |
| 6M | -49.7% | -26.8% | -23.0% | -48.3% |
| YTD | -64.9% | -15.1% | -49.8% | -65.9% |
| 1Y | -64.0% | -32.3% | -31.8% | -63.2% |
| 3Y | -77.4% | +19.8% | -97.2% | -81.4% |
| 5Y | -74.4% | -69.2% | -5.2% | -72.9% |
| All | +1.5% | -0.9% | +2.4% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling