+657.6%
STM vs AME
+421.6%
+236.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +2.6% |
| 30D | -7.4% | -6.3% | -1.1% | -1.7% |
| 3M | -30.6% | +5.4% | -36.0% | -33.6% |
| 6M | +66.4% | +7.4% | +58.9% | +57.8% |
| YTD | +101.1% | +16.2% | +85.0% | +78.2% |
| 1Y | +97.4% | +26.8% | +70.6% | +60.7% |
| 3Y | +21.1% | +57.5% | -36.4% | -19.3% |
| 5Y | +22.5% | +84.8% | -62.4% | -28.7% |
| 10Y | +657.6% | +424.3% | +233.3% | +145.3% |
| All | +657.6% | +421.6% | +236.0% | +145.3% |
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