+1,333.8%
AME vs STLA
+189.9%
+1,144.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | -5.2% | -4.5% | -0.6% | -4.4% |
| 30D | -8.0% | -3.9% | -4.1% | -7.6% |
| 3M | -8.9% | -20.2% | +11.3% | -5.5% |
| 6M | -5.0% | -42.2% | +37.2% | +4.8% |
| YTD | +11.9% | -59.3% | +71.2% | +30.7% |
| 1Y | +16.6% | -56.1% | +72.7% | +33.9% |
| 3Y | +62.5% | -73.7% | +136.1% | +100.6% |
| 5Y | +67.6% | -70.3% | +137.9% | +97.5% |
| 10Y | +450.4% | +23.1% | +427.3% | +399.8% |
| All | +1,333.8% | +189.9% | +1,144.0% | +1,165.4% |
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