+22.5%
STM vs AMCR
-9.8%
+32.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +5.2% | -1.8% | +7.0% | +6.4% |
| 30D | -7.4% | -6.0% | -1.3% | -3.9% |
| 3M | -30.6% | +18.9% | -49.6% | -39.0% |
| 6M | +66.4% | +5.7% | +60.7% | +57.3% |
| YTD | +101.1% | +11.1% | +90.1% | +81.7% |
| 1Y | +97.4% | +12.7% | +84.7% | +75.5% |
| 3Y | +21.1% | +9.6% | +11.6% | +6.2% |
| 5Y | +22.5% | -10.3% | +32.8% | +28.4% |
| All | +22.5% | -9.8% | +32.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling