+194.0%
STT vs AMBA
-0.9%
+194.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +4.8% | +2.7% | +2.1% | +4.2% |
| 30D | +3.9% | -2.2% | +6.1% | +4.2% |
| 3M | -8.2% | -26.6% | +18.5% | -2.8% |
| 6M | +15.6% | -26.8% | +42.4% | +18.4% |
| YTD | +37.6% | -15.1% | +52.8% | +34.7% |
| 1Y | +50.1% | -32.3% | +82.4% | +53.4% |
| 3Y | +183.1% | +19.8% | +163.2% | +137.1% |
| 5Y | +104.8% | -69.2% | +174.1% | +114.3% |
| All | +194.0% | -0.9% | +194.9% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling