+332.9%
STZ vs AMBA
+837.3%
-504.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.9% | -11.0% | +9.0% | -1.1% |
| 30D | -1.9% | -23.2% | +21.3% | +0.1% |
| 3M | -6.2% | -12.7% | +6.5% | -6.2% |
| 6M | -14.0% | +11.2% | -25.2% | -16.2% |
| YTD | -5.1% | -11.2% | +6.1% | -6.0% |
| 1Y | -9.6% | -22.5% | +13.0% | -9.9% |
| 3Y | -47.2% | -1.3% | -45.9% | -49.9% |
| 5Y | -33.6% | -54.2% | +20.6% | -35.3% |
| 10Y | -9.8% | -6.1% | -3.6% | -21.9% |
| All | +332.9% | +837.3% | -504.3% | +216.7% |
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