+102.0%
STM vs AMCR
+11.9%
+90.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | +1.7% | -6.3% | +7.9% | +4.0% |
| 30D | -5.2% | -7.1% | +2.0% | -2.7% |
| 3M | -29.6% | +12.7% | -42.3% | -34.1% |
| 6M | +54.4% | +5.2% | +49.2% | +46.2% |
| YTD | +99.5% | +8.1% | +91.5% | +88.9% |
| All | +102.0% | +11.9% | +90.1% | +95.1% |
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