+99.6%
STM vs AMP
+11.4%
+88.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -33.3% | +23.6% | -56.8% | -35.6% |
| 6M | +57.4% | +20.4% | +37.0% | +52.2% |
| YTD | +102.2% | +15.4% | +86.8% | +95.0% |
| 1Y | +99.6% | +11.0% | +88.6% | +86.0% |
| All | +99.6% | +11.4% | +88.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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