+1,388.4%
AME vs STLA
+263.8%
+1,124.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +0.6% | +2.6% | -2.0% | +0.1% |
| 30D | -6.7% | -1.2% | -5.4% | -6.7% |
| 3M | +4.1% | -24.8% | +28.8% | +9.6% |
| 6M | +1.6% | -25.6% | +27.1% | +6.9% |
| YTD | +16.1% | -48.9% | +65.1% | +30.4% |
| 1Y | +27.3% | -38.8% | +66.1% | +36.4% |
| 3Y | +50.9% | -64.5% | +115.4% | +76.1% |
| 5Y | +81.4% | -62.4% | +143.8% | +104.9% |
| 10Y | +417.0% | +55.4% | +361.6% | +350.4% |
| All | +1,388.4% | +263.8% | +1,124.6% | +1,162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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