+203.1%
STT vs AMBA
+7.9%
+195.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.8% |
| 7D | +0.4% | +2.6% | -2.1% | -0.2% |
| 30D | -0.4% | -3.6% | +3.1% | +0.1% |
| 3M | -6.5% | -24.6% | +18.1% | -1.5% |
| 6M | +17.2% | -21.6% | +38.8% | +18.2% |
| YTD | +38.2% | -11.8% | +50.0% | +34.2% |
| 1Y | +49.3% | -33.2% | +82.5% | +53.1% |
| 3Y | +181.9% | +24.5% | +157.4% | +134.3% |
| 5Y | +106.9% | -67.7% | +174.6% | +114.2% |
| 10Y | +203.1% | +4.7% | +198.4% | +100.0% |
| All | +203.1% | +7.9% | +195.3% | +100.0% |
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 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