+2,906.3%
STX vs AMBA
+722.2%
+2,184.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.4% | -6.8% | -13.9% |
| 7D | -33.4% | -14.6% | -18.8% | -30.4% |
| 30D | -42.1% | -18.8% | -23.3% | -38.7% |
| 3M | -44.3% | -32.6% | -11.7% | -38.5% |
| 6M | -39.4% | -25.8% | -13.6% | -35.9% |
| YTD | +70.0% | -22.1% | +92.1% | +76.9% |
| 1Y | +70.2% | -36.2% | +106.4% | +84.5% |
| 3Y | +585.2% | +10.0% | +575.2% | +522.5% |
| 5Y | +455.7% | -71.6% | +527.2% | +526.0% |
| 10Y | +2,007.9% | -4.7% | +2,012.6% | +1,558.5% |
| All | +2,906.3% | +722.2% | +2,184.1% | +1,455.2% |
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 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