+95.4%
STM vs AMIX
-92.5%
+187.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.9% | +0.5% |
| 7D | +16.3% | -10.9% | +27.2% | +16.4% |
| 30D | -6.3% | -55.0% | +48.7% | -5.7% |
| 3M | -14.1% | -82.0% | +67.9% | -13.1% |
| 6M | -19.6% | -80.4% | +60.9% | -19.6% |
| YTD | +80.1% | -88.3% | +168.4% | +76.8% |
| 1Y | +95.4% | -92.4% | +187.7% | +89.9% |
| All | +95.4% | -92.5% | +187.9% | +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