+992.9%
STM vs AMBA
+807.9%
+185.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.3% | -5.5% |
| 7D | -6.0% | -8.1% | +2.1% | -3.4% |
| 30D | -20.9% | -10.8% | -10.2% | -18.0% |
| 3M | -15.8% | -25.9% | +10.2% | -7.7% |
| 6M | -17.0% | -13.9% | -3.2% | -16.1% |
| YTD | +76.8% | -14.0% | +90.8% | +77.4% |
| 1Y | +96.5% | -25.7% | +122.2% | +103.7% |
| 3Y | +14.0% | +21.5% | -7.5% | -4.2% |
| 5Y | -5.8% | -68.9% | +63.1% | +8.7% |
| 10Y | +461.9% | +5.2% | +456.7% | +329.9% |
| All | +992.9% | +807.9% | +185.0% | +485.9% |
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