+3.0%
STZ vs AMBA
-6.6%
+9.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +0.1% |
| 7D | +11.8% | -14.6% | +26.4% | +13.1% |
| 30D | +26.0% | -18.8% | +44.8% | +27.8% |
| 3M | +11.5% | -32.6% | +44.1% | +14.8% |
| 6M | -2.0% | -25.8% | +23.8% | -1.4% |
| YTD | +7.9% | -22.1% | +30.0% | +7.4% |
| 1Y | +13.9% | -36.2% | +50.1% | +15.2% |
| 3Y | -35.8% | +10.0% | -45.8% | -40.8% |
| 5Y | -28.4% | -71.6% | +43.1% | -26.9% |
| All | +3.0% | -6.6% | +9.6% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling