+263.8%
STLA vs AMP
+1,944.9%
-1,681.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -1.2% | -0.1% | -1.2% | -1.2% |
| 3M | -24.8% | +23.6% | -48.3% | -33.2% |
| 6M | -25.6% | +20.4% | -45.9% | -33.1% |
| YTD | -48.9% | +15.4% | -64.4% | -53.5% |
| 1Y | -38.8% | +11.0% | -49.7% | -42.9% |
| 3Y | -64.5% | +70.5% | -135.0% | -73.9% |
| 5Y | -62.4% | +121.4% | -183.8% | -75.9% |
| 10Y | +55.4% | +575.6% | -520.2% | -43.1% |
| All | +263.8% | +1,944.9% | -1,681.1% | +12.9% |
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