+96.5%
STM vs AMIX
-92.3%
+188.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.0% | -6.0% |
| 7D | -6.0% | -25.1% | +19.1% | -5.8% |
| 30D | -20.9% | -54.5% | +33.6% | -20.5% |
| 3M | -15.8% | -91.7% | +76.0% | -14.4% |
| 6M | -17.0% | -79.4% | +62.4% | -17.5% |
| YTD | +76.8% | -86.1% | +162.9% | +73.1% |
| 1Y | +96.5% | -91.6% | +188.1% | +89.9% |
| All | +96.5% | -92.3% | +188.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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