+139.1%
STLD vs AMBA
-1.0%
+140.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.1% | -11.0% | +14.1% | +5.1% |
| 30D | -9.0% | -23.2% | +14.2% | -5.1% |
| 3M | -12.4% | -12.7% | +0.3% | -12.7% |
| 6M | +25.5% | +11.2% | +14.3% | +16.9% |
| YTD | +43.6% | -11.2% | +54.8% | +39.3% |
| 1Y | +87.2% | -22.5% | +109.7% | +84.2% |
| All | +139.1% | -1.0% | +140.0% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling