+1,217.6%
STM vs AMCR
+100.3%
+1,117.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -2.4% | +14.4% | +13.1% |
| 30D | -0.4% | +3.6% | -4.0% | -2.0% |
| 3M | -13.2% | -4.2% | -9.0% | -12.1% |
| 6M | -26.1% | +15.5% | -41.6% | -31.1% |
| YTD | +81.2% | +9.7% | +71.4% | +71.3% |
| 1Y | +98.3% | +8.3% | +90.0% | +88.5% |
| 3Y | +16.7% | +15.4% | +1.4% | +7.8% |
| 5Y | -4.8% | -9.1% | +4.3% | -3.2% |
| 10Y | +468.8% | +18.6% | +450.2% | +406.5% |
| All | +1,217.6% | +100.3% | +1,117.3% | +1,119.4% |
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