-19.6%
STM vs AMCR
+14.2%
-33.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | +16.3% | -4.5% | +20.7% | +17.4% |
| 30D | -6.3% | +4.9% | -11.1% | -6.9% |
| 3M | -14.1% | -4.6% | -9.5% | -12.7% |
| 6M | -19.6% | +15.2% | -34.7% | -28.8% |
| All | -19.6% | +14.2% | -33.7% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling