+398.3%
STM vs AMP
+2,123.7%
-1,725.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -33.3% | +23.6% | -56.8% | -40.8% |
| 6M | +57.4% | +20.4% | +37.0% | +41.0% |
| YTD | +102.2% | +15.4% | +86.8% | +83.9% |
| 1Y | +99.6% | +11.0% | +88.6% | +84.8% |
| 3Y | +14.5% | +70.5% | -55.9% | -15.1% |
| 5Y | +21.4% | +121.4% | -100.0% | -21.4% |
| 10Y | +695.0% | +575.6% | +119.4% | +180.3% |
| All | +398.3% | +2,123.7% | -1,725.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling