+292.6%
STLD vs AMBA
-54.5%
+347.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.1% | -11.0% | +14.1% | +5.2% |
| 30D | -9.0% | -23.2% | +14.2% | -4.9% |
| 3M | -12.4% | -12.7% | +0.3% | -12.6% |
| 6M | +25.5% | +11.2% | +14.3% | +17.8% |
| YTD | +43.6% | -11.2% | +54.8% | +40.0% |
| 1Y | +87.2% | -22.5% | +109.7% | +85.2% |
| 3Y | +135.2% | -1.3% | +136.6% | +110.3% |
| All | +292.6% | -54.5% | +347.2% | +222.6% |
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