+267.2%
STLD vs AMBA
-72.1%
+339.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.8% | -5.9% |
| 7D | -12.5% | -14.6% | +2.1% | -10.0% |
| 30D | -6.8% | -18.8% | +12.0% | -3.5% |
| 3M | -16.4% | -32.6% | +16.2% | -10.9% |
| 6M | -6.1% | -25.8% | +19.7% | -4.8% |
| YTD | +32.0% | -22.1% | +54.1% | +31.2% |
| 1Y | +45.5% | -36.2% | +81.7% | +49.4% |
| 3Y | +106.5% | +10.0% | +96.5% | +80.3% |
| 5Y | +267.2% | -71.6% | +338.7% | +225.1% |
| All | +267.2% | -72.1% | +339.3% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling