+455.7%
STX vs AMBA
-72.1%
+527.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.4% | -6.8% | -13.3% |
| 7D | -33.4% | -14.6% | -18.8% | -29.7% |
| 30D | -42.1% | -18.8% | -23.3% | -37.9% |
| 3M | -44.3% | -32.6% | -11.7% | -37.1% |
| 6M | -39.4% | -25.8% | -13.6% | -35.2% |
| YTD | +70.0% | -22.1% | +92.1% | +77.7% |
| 1Y | +70.2% | -36.2% | +106.4% | +86.8% |
| 3Y | +585.2% | +10.0% | +575.2% | +500.2% |
| 5Y | +455.7% | -71.6% | +527.2% | +489.3% |
| All | +455.7% | -72.1% | +527.8% | +489.3% |
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 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