-63.2%
STLA vs AMP
+120.7%
-183.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -5.2% | -1.0% | -4.2% | -4.5% |
| 3M | -24.9% | +23.2% | -48.1% | -35.6% |
| 6M | -25.2% | +20.4% | -45.6% | -35.0% |
| YTD | -51.4% | +13.6% | -65.1% | -56.7% |
| 1Y | -40.7% | +13.4% | -54.0% | -46.9% |
| 3Y | -66.3% | +66.5% | -132.8% | -78.0% |
| 5Y | -63.2% | +120.2% | -183.5% | -81.7% |
| All | -63.2% | +120.7% | -183.9% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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