+16.1%
STM vs AME
+63.5%
-47.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | -0.2% |
| 7D | +16.3% | +8.1% | +8.2% | +7.4% |
| 30D | -6.3% | -3.8% | -2.5% | -1.6% |
| 3M | -14.1% | -6.6% | -7.5% | -6.9% |
| 6M | -19.6% | +4.6% | -24.1% | -21.3% |
| YTD | +80.1% | +17.9% | +62.2% | +59.3% |
| 1Y | +95.4% | +23.2% | +72.1% | +66.6% |
| All | +16.1% | +63.5% | -47.5% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling