+1,393.9%
AME vs STLA
+189.2%
+1,204.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -1.5% | -6.4% | +4.8% | -0.3% |
| 30D | -4.2% | -1.3% | -2.8% | -4.2% |
| 3M | -5.9% | -19.9% | +14.0% | -2.5% |
| 6M | +2.8% | -42.9% | +45.7% | +13.7% |
| YTD | +16.6% | -59.4% | +76.0% | +36.3% |
| 1Y | +22.1% | -56.8% | +78.9% | +40.7% |
| 3Y | +64.7% | -73.1% | +137.7% | +102.4% |
| 5Y | +76.6% | -70.1% | +146.7% | +107.8% |
| 10Y | +443.9% | +19.8% | +424.1% | +395.7% |
| All | +1,393.9% | +189.2% | +1,204.6% | +1,218.9% |
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