+227.8%
STRL vs AMBA
+10.0%
+217.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.4% | -4.4% | -9.9% |
| 7D | -34.6% | -14.6% | -20.0% | -29.7% |
| 30D | -56.7% | -18.8% | -37.9% | -52.5% |
| 3M | -54.4% | -32.6% | -21.8% | -46.5% |
| 6M | -69.7% | -25.8% | -43.9% | -67.3% |
| YTD | -20.2% | -22.1% | +1.9% | -16.6% |
| 1Y | -40.6% | -36.2% | -4.3% | -33.5% |
| All | +227.8% | +10.0% | +217.9% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling