+644.6%
STM vs AMP
+584.2%
+60.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -1.1% | -2.0% | +1.0% | +0.2% |
| 30D | -7.8% | -1.7% | -6.1% | -7.0% |
| 3M | -28.2% | +23.2% | -51.4% | -37.7% |
| 6M | +52.0% | +22.2% | +29.8% | +32.0% |
| YTD | +96.4% | +14.0% | +82.4% | +76.6% |
| 1Y | +98.8% | +14.0% | +84.8% | +78.2% |
| 3Y | +18.3% | +67.0% | -48.7% | -17.0% |
| 5Y | +17.7% | +123.2% | -105.5% | -31.3% |
| All | +644.6% | +584.2% | +60.3% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling