+487.4%
STX vs AMBA
-69.7%
+557.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.3% | +4.5% | +8.1% |
| 7D | -14.8% | 0.0% | -14.7% | -14.4% |
| 30D | -35.4% | -8.6% | -26.8% | -33.2% |
| 3M | -37.7% | -29.0% | -8.7% | -30.8% |
| 6M | -35.2% | -19.2% | -16.0% | -32.6% |
| YTD | +84.4% | -13.0% | +97.4% | +86.1% |
| 1Y | +82.3% | -31.3% | +113.5% | +95.2% |
| 3Y | +646.2% | +28.1% | +618.1% | +523.6% |
| 5Y | +487.4% | -69.4% | +556.9% | +506.8% |
| All | +487.4% | -69.7% | +557.2% | +506.8% |
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