+168.9%
STLA vs AMP
+1,803.6%
-1,634.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -11.6% | -1.1% | -10.6% | -11.1% |
| 30D | -6.2% | +4.4% | -10.5% | -8.4% |
| 3M | -24.6% | -7.3% | -17.3% | -21.5% |
| 6M | -44.9% | +12.9% | -57.8% | -48.7% |
| YTD | -62.3% | +7.5% | -69.7% | -64.3% |
| 1Y | -61.8% | +13.3% | -75.1% | -64.9% |
| 3Y | -75.3% | +60.8% | -136.2% | -81.2% |
| 5Y | -72.5% | +82.7% | -155.2% | -80.5% |
| 10Y | +0.8% | +468.7% | -467.9% | -60.0% |
| All | +168.9% | +1,803.6% | -1,634.7% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling