+467.7%
STT vs AMBA
+722.2%
-254.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.4% | +4.7% | -3.0% |
| 7D | -4.9% | -14.6% | +9.7% | -2.2% |
| 30D | -6.0% | -18.8% | +12.8% | -2.6% |
| 3M | -11.7% | -32.6% | +20.9% | -5.7% |
| 6M | +11.7% | -25.8% | +37.5% | +13.7% |
| YTD | +30.4% | -22.1% | +52.5% | +30.4% |
| 1Y | +43.9% | -36.2% | +80.2% | +48.4% |
| 3Y | +165.4% | +10.0% | +155.4% | +133.7% |
| 5Y | +101.0% | -71.6% | +172.6% | +111.8% |
| 10Y | +210.7% | -4.7% | +215.4% | +142.3% |
| All | +467.7% | +722.2% | -254.5% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling