+4.9%
STM vs AMBA
+16.7%
-11.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.7% | +2.0% |
| 7D | -10.7% | -7.2% | -3.5% | -7.9% |
| 30D | -25.7% | -10.4% | -15.4% | -22.4% |
| 3M | -21.6% | -30.1% | +8.6% | -10.4% |
| 6M | -27.8% | -22.4% | -5.4% | -24.2% |
| YTD | +61.8% | -17.3% | +79.1% | +63.0% |
| 1Y | +78.1% | -35.4% | +113.5% | +94.6% |
| 3Y | +4.9% | +18.6% | -13.7% | -22.6% |
| All | +4.9% | +16.7% | -11.8% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling