+46.8%
STT vs AMBA
-35.5%
+82.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +5.1% | +10.7% | -5.5% | +4.2% |
| 30D | -0.2% | -5.0% | +4.8% | +0.1% |
| 3M | -8.1% | -26.9% | +18.8% | -6.1% |
| 6M | +16.6% | -21.9% | +38.6% | +17.2% |
| YTD | +37.8% | -13.8% | +51.6% | +34.7% |
| 1Y | +46.8% | -36.1% | +82.9% | +46.6% |
| All | +46.8% | -35.5% | +82.3% | +46.6% |
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