+21.0%
STM vs AME
+82.5%
-61.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.4% |
| 7D | +5.8% | +0.6% | +5.2% | +5.1% |
| 30D | -1.0% | -6.7% | +5.7% | +6.2% |
| 3M | -33.3% | +4.1% | -37.3% | -35.6% |
| 6M | +57.4% | +1.6% | +55.8% | +56.2% |
| YTD | +102.2% | +16.1% | +86.0% | +76.8% |
| 1Y | +99.6% | +27.3% | +72.3% | +58.6% |
| 3Y | +14.5% | +50.9% | -36.3% | -24.9% |
| All | +21.0% | +82.5% | -61.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling