+89.4%
STM vs AMIX
-90.1%
+179.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.8% | -5.1% | +6.7% |
| 7D | -5.6% | +1.2% | -6.8% | -5.6% |
| 30D | -14.4% | -45.3% | +30.9% | -14.1% |
| 3M | -20.5% | -83.1% | +62.6% | -19.5% |
| 6M | -24.5% | -76.9% | +52.4% | -24.8% |
| YTD | +72.7% | -85.3% | +158.0% | +69.2% |
| All | +89.4% | -90.1% | +179.5% | +83.7% |
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