+644.6%
STM vs AMCR
+16.5%
+628.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -1.1% | -5.0% | +3.9% | +1.7% |
| 30D | -7.8% | -8.0% | +0.2% | -3.8% |
| 3M | -28.2% | +14.3% | -42.5% | -34.0% |
| 6M | +52.0% | +5.3% | +46.6% | +45.6% |
| YTD | +96.4% | +7.7% | +88.6% | +84.3% |
| 1Y | +98.8% | +10.8% | +88.0% | +83.0% |
| 3Y | +18.3% | +9.6% | +8.7% | +8.3% |
| 5Y | +17.7% | -10.2% | +27.9% | +21.2% |
| All | +644.6% | +16.5% | +628.1% | +531.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling