-73.1%
STLA vs AMBA
+23.3%
-96.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -1.3% |
| 7D | -6.4% | 0.0% | -6.3% | -6.5% |
| 30D | -1.3% | -8.6% | +7.2% | +0.1% |
| 3M | -19.9% | -29.0% | +9.0% | -14.8% |
| 6M | -42.9% | -19.2% | -23.7% | -42.8% |
| YTD | -59.4% | -13.0% | -46.4% | -60.7% |
| 1Y | -56.8% | -31.3% | -25.6% | -55.7% |
| 3Y | -73.1% | +28.1% | -101.2% | -79.0% |
| All | -73.1% | +23.3% | -96.3% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling