-5.7%
STM vs AMCR
-6.2%
+0.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -7.9% | -3.8% | -4.1% | -5.6% |
| 30D | -14.1% | +8.3% | -22.5% | -18.6% |
| 3M | -17.6% | -2.7% | -14.9% | -16.8% |
| 6M | -24.2% | +16.7% | -40.9% | -32.8% |
| YTD | +73.3% | +13.2% | +60.1% | +54.0% |
| 1Y | +90.1% | +13.7% | +76.4% | +68.2% |
| 3Y | +10.3% | +17.4% | -7.1% | -8.1% |
| 5Y | -5.7% | -5.9% | +0.2% | -6.9% |
| All | -5.7% | -6.2% | +0.5% | -6.9% |
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 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