+22.5%
STM vs AMP
+122.1%
-99.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +5.2% | +2.6% | +2.6% | +3.3% |
| 30D | -7.4% | +0.8% | -8.2% | -8.1% |
| 3M | -30.6% | +24.3% | -54.9% | -41.3% |
| 6M | +66.4% | +20.6% | +45.8% | +43.1% |
| YTD | +101.1% | +14.6% | +86.5% | +77.3% |
| 1Y | +97.4% | +14.5% | +82.8% | +73.3% |
| 3Y | +21.1% | +67.9% | -46.8% | -22.4% |
| 5Y | +22.5% | +122.5% | -100.0% | -36.8% |
| All | +22.5% | +122.1% | -99.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling