+47.3%
STLD vs AMBA
-32.7%
+80.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | 0.0% |
| 7D | -11.1% | -7.2% | -3.9% | -10.7% |
| 30D | -4.8% | -10.4% | +5.6% | -4.1% |
| 3M | -14.6% | -30.1% | +15.6% | -12.9% |
| 6M | -7.4% | -22.4% | +15.0% | -7.3% |
| YTD | +32.6% | -17.3% | +49.9% | +28.4% |
| 1Y | +47.3% | -35.4% | +82.7% | +44.2% |
| All | +47.3% | -32.7% | +80.0% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling