+21.1%
STM vs AMP
+70.1%
-49.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +5.2% | +2.6% | +2.6% | +3.6% |
| 30D | -7.4% | +0.8% | -8.2% | -8.0% |
| 3M | -30.6% | +24.3% | -54.9% | -40.1% |
| 6M | +66.4% | +20.6% | +45.8% | +45.8% |
| YTD | +101.1% | +14.6% | +86.5% | +79.9% |
| 1Y | +97.4% | +14.5% | +82.8% | +75.8% |
| 3Y | +21.1% | +67.9% | -46.8% | -22.9% |
| All | +21.1% | +70.1% | -49.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling