+129.5%
STLA vs AMBA
+722.2%
-592.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -2.6% |
| 7D | -5.5% | -14.6% | +9.0% | -2.5% |
| 30D | -3.7% | -18.8% | +15.1% | +0.1% |
| 3M | -21.1% | -32.6% | +11.5% | -15.2% |
| 6M | -38.3% | -25.8% | -12.5% | -36.9% |
| YTD | -59.2% | -22.1% | -37.1% | -59.4% |
| 1Y | -56.7% | -36.2% | -20.5% | -55.2% |
| 3Y | -74.3% | +10.0% | -84.3% | -77.4% |
| 5Y | -70.2% | -71.6% | +1.3% | -68.3% |
| 10Y | +23.4% | -4.7% | +28.1% | -1.7% |
| All | +129.5% | +722.2% | -592.8% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling