+98.3%
STM vs AMRZ
-16.6%
+114.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +12.0% | -2.1% | +14.1% | +13.0% |
| 30D | -0.4% | +13.0% | -13.3% | -5.4% |
| 3M | -13.2% | -12.1% | -1.1% | -8.7% |
| 6M | -26.1% | -19.1% | -6.9% | -20.6% |
| YTD | +81.2% | -23.3% | +104.4% | +95.6% |
| 1Y | +98.3% | -16.6% | +114.9% | +102.7% |
| All | +98.3% | -16.6% | +114.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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