+19.8%
STM vs AMIX
-99.9%
+119.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | +5.8% | -13.7% | +19.5% | +5.9% |
| 30D | -1.0% | -62.1% | +61.1% | -0.4% |
| 3M | -33.3% | -46.2% | +12.9% | -34.4% |
| 6M | +57.4% | -46.4% | +103.8% | +54.5% |
| YTD | +102.2% | -60.3% | +162.4% | +98.5% |
| 1Y | +99.6% | -79.7% | +179.3% | +96.1% |
| All | +19.8% | -99.9% | +119.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling