+167.5%
STT vs AMBA
+10.0%
+157.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.4% | +4.7% | -3.3% |
| 7D | -4.9% | -14.6% | +9.7% | -2.7% |
| 30D | -6.0% | -18.8% | +12.8% | -3.3% |
| 3M | -11.7% | -32.6% | +20.9% | -6.9% |
| 6M | +11.7% | -25.8% | +37.5% | +13.2% |
| YTD | +30.4% | -22.1% | +52.5% | +29.7% |
| 1Y | +43.9% | -36.2% | +80.2% | +47.4% |
| All | +167.5% | +10.0% | +157.6% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling