-26.9%
STZ vs AMBA
-68.8%
+41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +5.4% |
| 7D | +13.0% | -8.1% | +21.1% | +13.4% |
| 30D | +29.4% | -10.8% | +40.2% | +30.0% |
| 3M | +11.6% | -25.9% | +37.5% | +13.1% |
| 6M | -0.2% | -13.9% | +13.6% | -0.7% |
| YTD | +8.6% | -14.0% | +22.6% | +7.7% |
| 1Y | +15.9% | -25.7% | +41.6% | +15.8% |
| 3Y | -35.4% | +21.5% | -56.9% | -39.4% |
| 5Y | -26.9% | -68.9% | +42.1% | -29.2% |
| All | -26.9% | -68.8% | +41.9% | -29.2% |
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 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