-15.7%
STM vs AMC
-99.3%
+83.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | -10.7% | +2.6% | -13.4% | -10.9% |
| 30D | -25.7% | +9.0% | -34.8% | -26.3% |
| 3M | -21.6% | +22.2% | -43.7% | -23.2% |
| 6M | -27.8% | +91.5% | -119.3% | -33.5% |
| YTD | +61.8% | +101.3% | -39.5% | +47.1% |
| 1Y | +78.1% | +20.8% | +57.3% | +69.8% |
| 3Y | +4.9% | -71.3% | +76.2% | +9.1% |
| All | -15.7% | -99.3% | +83.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling