+99.6%
STM vs AMBA
-20.7%
+120.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +5.8% | -11.0% | +16.8% | +9.9% |
| 30D | -1.0% | -23.2% | +22.2% | +8.2% |
| 3M | -33.3% | -12.7% | -20.5% | -31.7% |
| 6M | +57.4% | +11.2% | +46.1% | +45.4% |
| YTD | +102.2% | -11.2% | +113.4% | +96.5% |
| 1Y | +99.6% | -22.5% | +122.1% | +93.9% |
| All | +99.6% | -20.7% | +120.3% | +93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling