+102.4%
STM vs AMRZ
-22.9%
+125.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.1% |
| 7D | +5.2% | -2.0% | +7.2% | +6.0% |
| 30D | -7.4% | -9.8% | +2.5% | -3.8% |
| 3M | -30.6% | -17.2% | -13.4% | -26.1% |
| 6M | +66.4% | -26.9% | +93.3% | +85.1% |
| YTD | +101.1% | -21.5% | +122.6% | +116.8% |
| All | +102.4% | -22.9% | +125.3% | +114.0% |
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