+422.5%
STM vs AME
+465.0%
-42.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +2.8% |
| 7D | -5.6% | -1.5% | -4.1% | -3.6% |
| 30D | -14.4% | -4.2% | -10.3% | -10.1% |
| 3M | -20.5% | -5.9% | -14.5% | -14.8% |
| 6M | -24.5% | +2.8% | -27.3% | -24.8% |
| YTD | +72.7% | +16.6% | +56.1% | +54.4% |
| 1Y | +91.0% | +22.1% | +68.9% | +64.0% |
| 3Y | +13.5% | +64.7% | -51.2% | -26.6% |
| 5Y | -9.2% | +76.6% | -85.8% | -44.5% |
| 10Y | +422.5% | +443.9% | -21.3% | +68.7% |
| All | +422.5% | +465.0% | -42.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling