+98.3%
STM vs AMCR
+8.7%
+89.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -2.4% | +14.4% | +12.9% |
| 30D | -0.4% | +3.6% | -4.0% | -1.7% |
| 3M | -13.2% | -4.2% | -9.0% | -11.9% |
| 6M | -26.1% | +15.5% | -41.6% | -32.1% |
| YTD | +81.2% | +9.7% | +71.4% | +68.0% |
| 1Y | +98.3% | +8.3% | +90.0% | +86.1% |
| All | +98.3% | +8.7% | +89.6% | +86.1% |
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