+21.0%
STM vs AMBA
-54.5%
+75.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.2% |
| 7D | +5.8% | -11.0% | +16.8% | +10.7% |
| 30D | -1.0% | -23.2% | +22.2% | +9.9% |
| 3M | -33.3% | -12.7% | -20.5% | -31.8% |
| 6M | +57.4% | +11.2% | +46.1% | +43.4% |
| YTD | +102.2% | -11.2% | +113.4% | +99.6% |
| 1Y | +99.6% | -22.5% | +122.1% | +102.4% |
| 3Y | +14.5% | -1.3% | +15.8% | -4.0% |
| All | +21.0% | -54.5% | +75.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling