+74.7%
STT vs AMBA
-20.7%
+95.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +0.5% | -11.0% | +11.4% | +1.6% |
| 30D | +3.9% | -23.2% | +27.0% | +6.3% |
| 3M | +20.0% | -12.7% | +32.7% | +19.9% |
| 6M | +55.3% | +11.2% | +44.1% | +47.0% |
| YTD | +53.3% | -11.2% | +64.6% | +49.5% |
| 1Y | +74.7% | -22.5% | +97.2% | +71.9% |
| All | +74.7% | -20.7% | +95.4% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling