+463.1%
STM vs AMC
-98.7%
+561.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.5% |
| 7D | +1.4% | -2.8% | +4.3% | +1.6% |
| 30D | -8.4% | +14.0% | -22.4% | -8.7% |
| 3M | -15.8% | +42.5% | -58.3% | -16.8% |
| 6M | -22.8% | +142.6% | -165.4% | -25.4% |
| YTD | +79.4% | +119.2% | -39.9% | +73.5% |
| 1Y | +97.0% | +40.7% | +56.2% | +93.0% |
| 3Y | +14.2% | -57.3% | +71.5% | +13.8% |
| 5Y | -4.5% | -99.1% | +94.7% | +0.4% |
| 10Y | +463.1% | -98.7% | +561.8% | +487.8% |
| All | +463.1% | -98.7% | +561.8% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling