+1,370.4%
STM vs AMCR
+106.4%
+1,263.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.8% | -1.9% | +7.7% | +6.6% |
| 30D | -1.0% | -4.1% | +3.1% | +0.6% |
| 3M | -33.3% | +21.7% | -54.9% | -39.0% |
| 6M | +57.4% | +1.5% | +55.9% | +54.7% |
| YTD | +102.2% | +13.1% | +89.1% | +89.4% |
| 1Y | +99.6% | +16.5% | +83.1% | +84.2% |
| 3Y | +14.5% | +10.3% | +4.3% | +7.8% |
| 5Y | +21.4% | -7.7% | +29.0% | +22.9% |
| 10Y | +695.0% | +24.6% | +670.3% | +601.6% |
| All | +1,370.4% | +106.4% | +1,263.9% | +1,248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling