+3,667.8%
STRL vs AMBA
-0.9%
+3,668.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.7% | +1.5% |
| 7D | -26.9% | -7.2% | -19.7% | -24.9% |
| 30D | -52.7% | -10.4% | -42.3% | -50.9% |
| 3M | -52.8% | -30.1% | -22.7% | -47.3% |
| 6M | -71.5% | -22.4% | -49.0% | -70.0% |
| YTD | -17.4% | -17.3% | -0.1% | -15.1% |
| 1Y | -35.0% | -35.4% | +0.4% | -28.6% |
| 3Y | +239.2% | +18.6% | +220.6% | +201.9% |
| 5Y | +830.2% | -69.8% | +900.0% | +966.3% |
| All | +3,667.8% | -0.9% | +3,668.7% | +2,654.1% |
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