+2,594.0%
STLD vs AMBA
+837.3%
+1,756.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.1% | -11.0% | +14.1% | +5.4% |
| 30D | -9.0% | -23.2% | +14.2% | -4.4% |
| 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% | +40.1% |
| 1Y | +87.2% | -22.5% | +109.7% | +85.5% |
| 3Y | +135.2% | -1.3% | +136.6% | +111.3% |
| 5Y | +290.9% | -54.2% | +345.0% | +273.4% |
| 10Y | +1,113.5% | -6.1% | +1,119.6% | +802.6% |
| All | +2,594.0% | +837.3% | +1,756.8% | +1,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling