-15.7%
STM vs AME
+66.2%
-82.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +1.7% |
| 7D | -10.7% | -5.2% | -5.6% | -5.1% |
| 30D | -25.7% | -8.0% | -17.7% | -18.1% |
| 3M | -21.6% | -8.9% | -12.7% | -12.4% |
| 6M | -27.8% | -5.0% | -22.8% | -22.4% |
| YTD | +61.8% | +11.9% | +49.9% | +49.0% |
| 1Y | +78.1% | +16.6% | +61.5% | +57.7% |
| 3Y | +4.9% | +62.5% | -57.6% | -35.9% |
| All | -15.7% | +66.2% | -82.0% | -53.4% |
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