+422.5%
STM vs AMBA
+12.8%
+409.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +4.7% |
| 7D | -5.6% | 0.0% | -5.5% | -5.2% |
| 30D | -14.4% | -8.6% | -5.9% | -11.1% |
| 3M | -20.5% | -29.0% | +8.5% | -9.5% |
| 6M | -24.5% | -19.2% | -5.3% | -21.8% |
| YTD | +72.7% | -13.0% | +85.7% | +71.8% |
| 1Y | +91.0% | -31.3% | +122.3% | +105.2% |
| 3Y | +13.5% | +28.1% | -14.6% | -12.5% |
| 5Y | -9.2% | -69.4% | +60.3% | +8.3% |
| 10Y | +422.5% | +7.6% | +414.9% | +215.1% |
| All | +422.5% | +12.8% | +409.7% | +215.1% |
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