+461.8%
STM vs AMBA
+0.6%
+461.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.3% |
| 7D | +16.3% | +10.7% | +5.6% | +11.8% |
| 30D | -6.3% | -5.0% | -1.2% | -4.0% |
| 3M | -14.1% | -26.9% | +12.8% | -3.4% |
| 6M | -19.6% | -21.9% | +2.3% | -15.5% |
| YTD | +80.1% | -13.8% | +93.9% | +79.8% |
| 1Y | +95.4% | -36.1% | +131.4% | +116.2% |
| 3Y | +14.7% | +21.6% | -6.9% | -9.8% |
| 5Y | -5.4% | -68.8% | +63.4% | +12.1% |
| All | +461.8% | +0.6% | +461.1% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling