-70.1%
STLA vs AMBA
-70.4%
+0.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.4% | -1.7% |
| 7D | -4.5% | -7.2% | +2.7% | -3.0% |
| 30D | -3.9% | -10.4% | +6.5% | -1.9% |
| 3M | -20.2% | -30.1% | +9.9% | -13.9% |
| 6M | -42.2% | -22.4% | -19.7% | -41.4% |
| YTD | -59.3% | -17.3% | -42.0% | -60.3% |
| 1Y | -56.1% | -35.4% | -20.7% | -54.4% |
| 3Y | -73.7% | +18.6% | -92.3% | -78.6% |
| All | -70.1% | -70.4% | +0.3% | -70.5% |
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