+89.4%
STM vs AMRZ
-12.3%
+101.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.8% |
| 7D | -5.6% | -1.1% | -4.4% | -5.1% |
| 30D | -14.4% | +18.3% | -32.7% | -20.3% |
| 3M | -20.5% | -8.0% | -12.5% | -17.9% |
| 6M | -24.5% | -18.7% | -5.8% | -19.0% |
| YTD | +72.7% | -19.8% | +92.5% | +83.2% |
| All | +89.4% | -12.3% | +101.7% | +86.3% |
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