-4.6%
STM vs AME
+77.7%
-82.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.1% |
| 7D | +12.0% | +5.9% | +6.1% | +5.5% |
| 30D | -0.4% | -1.9% | +1.5% | +2.7% |
| 3M | -13.2% | -5.4% | -7.8% | -6.9% |
| 6M | -26.1% | +4.9% | -31.0% | -28.1% |
| YTD | +81.2% | +18.5% | +62.7% | +57.2% |
| 1Y | +98.3% | +25.5% | +72.8% | +63.0% |
| 3Y | +16.7% | +63.0% | -46.3% | -28.8% |
| All | -4.6% | +77.7% | -82.3% | -50.2% |
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