+4,854.1%
STRL vs AMBA
+837.3%
+4,016.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +5.9% |
| 7D | +3.4% | -11.0% | +14.4% | +6.4% |
| 30D | -9.2% | -23.2% | +13.9% | -3.0% |
| 3M | -51.0% | -12.7% | -38.3% | -49.8% |
| 6M | +15.8% | +11.2% | +4.6% | +11.3% |
| YTD | +58.9% | -11.2% | +70.1% | +60.1% |
| 1Y | +68.5% | -22.5% | +91.1% | +74.6% |
| 3Y | +485.2% | -1.3% | +486.5% | +454.7% |
| 5Y | +2,005.1% | -54.2% | +2,059.3% | +2,058.4% |
| 10Y | +7,118.0% | -6.1% | +7,124.1% | +5,837.0% |
| All | +4,854.1% | +837.3% | +4,016.8% | +3,104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling