-17.9%
STM vs AMC
-99.3%
+81.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -12.5% | +0.1% | -11.2% |
| 7D | -20.1% | 0.0% | -20.1% | -20.1% |
| 30D | -32.0% | +4.4% | -36.4% | -32.2% |
| 3M | -24.2% | +15.4% | -39.5% | -25.3% |
| 6M | -29.9% | +93.7% | -123.6% | -35.6% |
| YTD | +54.9% | +97.4% | -42.5% | +41.1% |
| 1Y | +68.0% | +23.2% | +44.8% | +59.8% |
| 3Y | -0.1% | -71.3% | +71.1% | +3.9% |
| 5Y | -17.9% | -99.3% | +81.4% | +3.5% |
| All | -17.9% | -99.3% | +81.4% | +3.5% |
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