+3,541.4%
STRL vs AMBA
-6.6%
+3,548.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.4% | -4.4% | -10.9% |
| 7D | -34.6% | -14.6% | -20.0% | -31.0% |
| 30D | -56.7% | -18.8% | -37.9% | -53.6% |
| 3M | -54.4% | -32.6% | -21.8% | -48.5% |
| 6M | -69.7% | -25.8% | -43.9% | -67.6% |
| YTD | -20.2% | -22.1% | +1.9% | -16.4% |
| 1Y | -40.6% | -36.2% | -4.3% | -34.4% |
| 3Y | +221.7% | +10.0% | +211.7% | +192.9% |
| 5Y | +799.0% | -71.6% | +870.5% | +950.1% |
| All | +3,541.4% | -6.6% | +3,548.0% | +2,612.2% |
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