+857.4%
STM vs AMBA
+722.2%
+135.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.4% | -3.0% | -9.3% |
| 7D | -20.1% | -14.6% | -5.5% | -15.6% |
| 30D | -32.0% | -18.8% | -13.2% | -27.0% |
| 3M | -24.2% | -32.6% | +8.4% | -14.1% |
| 6M | -29.9% | -25.8% | -4.1% | -25.5% |
| YTD | +54.9% | -22.1% | +77.0% | +60.9% |
| 1Y | +68.0% | -36.2% | +104.2% | +83.5% |
| 3Y | -0.1% | +10.0% | -10.1% | -13.1% |
| 5Y | -17.9% | -71.6% | +53.7% | -2.2% |
| 10Y | +392.2% | -4.7% | +397.0% | +289.9% |
| All | +857.4% | +722.2% | +135.2% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling