-8.2%
STM vs AMIX
-100.0%
+91.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.6% | -6.8% | -12.3% |
| 7D | -20.1% | -25.5% | +5.4% | -19.9% |
| 30D | -32.0% | -56.2% | +24.2% | -31.6% |
| 3M | -24.2% | -87.4% | +63.3% | -23.1% |
| 6M | -29.9% | -80.9% | +51.0% | -30.7% |
| YTD | +54.9% | -86.8% | +141.7% | +53.2% |
| 1Y | +68.0% | -91.3% | +159.3% | +66.2% |
| All | -8.2% | -100.0% | +91.7% | -13.1% |
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