+108.2%
STT vs AMBA
-69.7%
+177.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.2% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -2.3% | -8.6% | +6.3% | -0.8% |
| 3M | -7.0% | -29.0% | +22.0% | -1.5% |
| 6M | +15.5% | -19.2% | +34.7% | +15.7% |
| YTD | +35.6% | -13.0% | +48.6% | +32.2% |
| 1Y | +47.9% | -31.3% | +79.1% | +50.5% |
| 3Y | +181.1% | +28.1% | +152.9% | +132.4% |
| 5Y | +108.2% | -69.4% | +177.6% | +97.2% |
| All | +108.2% | -69.7% | +177.9% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling