+465.1%
STM vs AMBA
-0.9%
+466.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +12.0% | +2.7% | +9.3% | +10.9% |
| 30D | -0.4% | -2.2% | +1.8% | +0.8% |
| 3M | -13.2% | -26.6% | +13.5% | -2.5% |
| 6M | -26.1% | -26.8% | +0.7% | -20.4% |
| YTD | +81.2% | -15.1% | +96.3% | +81.9% |
| 1Y | +98.3% | -32.3% | +130.6% | +114.6% |
| 3Y | +16.7% | +19.8% | -3.1% | -7.6% |
| 5Y | -4.8% | -69.2% | +64.4% | +13.4% |
| All | +465.1% | -0.9% | +466.0% | +246.2% |
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