+504.0%
STRL vs AMBA
-1.0%
+505.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.1% |
| 7D | +3.4% | -11.0% | +14.4% | +8.3% |
| 30D | -9.2% | -23.2% | +13.9% | +0.9% |
| 3M | -51.0% | -12.7% | -38.3% | -49.3% |
| 6M | +15.8% | +11.2% | +4.6% | +6.6% |
| YTD | +58.9% | -11.2% | +70.1% | +57.3% |
| 1Y | +68.5% | -22.5% | +91.1% | +74.1% |
| All | +504.0% | -1.0% | +505.0% | +488.0% |
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