+56.0%
STM vs AMRZ
-17.3%
+73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.1% |
| 7D | -7.9% | 0.0% | -7.9% | -7.8% |
| 30D | -14.1% | +15.9% | -30.0% | -18.7% |
| 3M | -17.6% | -9.2% | -8.5% | -14.9% |
| 6M | -24.2% | -20.3% | -3.9% | -18.8% |
| YTD | +73.3% | -21.5% | +94.8% | +86.2% |
| 1Y | +90.1% | -12.9% | +103.0% | +98.7% |
| All | +56.0% | -17.3% | +73.3% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling