+97.0%
STM vs AMCR
+11.3%
+85.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +1.4% | -8.5% | +9.9% | +4.8% |
| 30D | -8.4% | +6.8% | -15.1% | -10.6% |
| 3M | -15.8% | -5.0% | -10.8% | -14.2% |
| 6M | -22.8% | +13.9% | -36.7% | -28.4% |
| YTD | +79.4% | +11.2% | +68.1% | +66.7% |
| 1Y | +97.0% | +11.3% | +85.7% | +83.4% |
| All | +97.0% | +11.3% | +85.7% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling