+187.3%
STLA vs AMBA
+837.3%
-649.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +2.6% | -11.0% | +13.5% | +5.0% |
| 30D | -1.2% | -23.2% | +21.9% | +4.1% |
| 3M | -24.8% | -12.7% | -12.0% | -24.5% |
| 6M | -25.6% | +11.2% | -36.8% | -29.9% |
| YTD | -48.9% | -11.2% | -37.7% | -50.2% |
| 1Y | -38.8% | -22.5% | -16.2% | -39.0% |
| 3Y | -64.5% | -1.3% | -63.2% | -68.0% |
| 5Y | -62.4% | -54.2% | -8.3% | -63.2% |
| 10Y | +55.4% | -6.1% | +61.5% | +23.1% |
| All | +187.3% | +837.3% | -649.9% | +122.9% |
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