+239.2%
STRL vs AMBA
+16.7%
+222.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.7% | +0.9% |
| 7D | -26.9% | -7.2% | -19.7% | -24.2% |
| 30D | -52.7% | -10.4% | -42.3% | -50.3% |
| 3M | -52.8% | -30.1% | -22.7% | -45.5% |
| 6M | -71.5% | -22.4% | -49.0% | -69.8% |
| YTD | -17.4% | -17.3% | -0.1% | -15.8% |
| 1Y | -35.0% | -35.4% | +0.4% | -27.6% |
| 3Y | +239.2% | +18.6% | +220.6% | +202.9% |
| All | +239.2% | +16.7% | +222.5% | +202.9% |
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 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