+98.3%
STM vs AMC
+33.2%
+65.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +12.0% | +3.5% | +8.5% | +11.6% |
| 30D | -0.4% | +12.5% | -12.8% | -1.3% |
| 3M | -13.2% | +23.6% | -36.8% | -14.8% |
| 6M | -26.1% | +144.4% | -170.4% | -34.7% |
| YTD | +81.2% | +108.3% | -27.2% | +61.9% |
| 1Y | +98.3% | +38.9% | +59.4% | +91.9% |
| All | +98.3% | +33.2% | +65.1% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling