+89.4%
STM vs AME
+21.9%
+67.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +0.8% |
| 7D | -5.6% | -1.5% | -4.1% | -3.0% |
| 30D | -14.4% | -4.2% | -10.3% | -8.4% |
| 3M | -20.5% | -5.9% | -14.5% | -12.4% |
| 6M | -24.5% | +2.8% | -27.3% | -25.8% |
| YTD | +72.7% | +16.6% | +56.1% | +42.4% |
| All | +89.4% | +21.9% | +67.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling