+106.6%
STLD vs AMBA
+10.0%
+96.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.8% | -6.0% |
| 7D | -12.5% | -14.6% | +2.1% | -10.2% |
| 30D | -6.8% | -18.8% | +12.0% | -3.7% |
| 3M | -16.4% | -32.6% | +16.2% | -11.3% |
| 6M | -6.1% | -25.8% | +19.7% | -5.1% |
| YTD | +32.0% | -22.1% | +54.1% | +30.4% |
| 1Y | +45.5% | -36.2% | +81.7% | +48.8% |
| All | +106.6% | +10.0% | +96.6% | +73.3% |
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