+1,210.0%
STM vs AMCR
+100.3%
+1,109.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.0% |
| 7D | +16.3% | -4.5% | +20.7% | +18.4% |
| 30D | -6.3% | +4.9% | -11.1% | -8.3% |
| 3M | -14.1% | -4.6% | -9.5% | -12.8% |
| 6M | -19.6% | +15.2% | -34.7% | -25.0% |
| YTD | +80.1% | +9.7% | +70.4% | +70.3% |
| 1Y | +95.4% | +10.5% | +84.9% | +84.1% |
| 3Y | +14.7% | +13.8% | +0.9% | +6.4% |
| 5Y | -5.4% | -9.1% | +3.7% | -3.7% |
| 10Y | +465.5% | +18.6% | +446.9% | +403.5% |
| All | +1,210.0% | +100.3% | +1,109.7% | +1,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling