-35.4%
STZ vs AMBA
+21.5%
-56.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +5.4% |
| 7D | +13.0% | -8.1% | +21.1% | +13.2% |
| 30D | +29.4% | -10.8% | +40.2% | +29.7% |
| 3M | +11.6% | -25.9% | +37.5% | +12.5% |
| 6M | -0.2% | -13.9% | +13.6% | -0.5% |
| YTD | +8.6% | -14.0% | +22.6% | +8.0% |
| 1Y | +15.9% | -25.7% | +41.6% | +16.0% |
| All | -35.4% | +21.5% | -56.9% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling