-61.7%
STLA vs AMBA
-54.5%
-7.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +2.6% | -11.0% | +13.5% | +5.4% |
| 30D | -1.2% | -23.2% | +21.9% | +5.0% |
| 3M | -24.8% | -12.7% | -12.0% | -24.5% |
| 6M | -25.6% | +11.2% | -36.8% | -31.2% |
| YTD | -48.9% | -11.2% | -37.7% | -50.6% |
| 1Y | -38.8% | -22.5% | -16.2% | -39.3% |
| 3Y | -64.5% | -1.3% | -63.2% | -69.4% |
| All | -61.7% | -54.5% | -7.2% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling