+264.3%
STT vs AMCR
+14.6%
+249.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.4% | -6.3% | +5.8% | +2.9% |
| 30D | +1.7% | -7.8% | +9.5% | +5.9% |
| 3M | +17.9% | +7.5% | +10.4% | +12.3% |
| 6M | +55.3% | +2.7% | +52.6% | +50.3% |
| YTD | +52.7% | +6.0% | +46.6% | +44.1% |
| 1Y | +75.7% | +7.8% | +67.9% | +63.6% |
| 3Y | +197.9% | +5.8% | +192.1% | +172.2% |
| 5Y | +158.8% | -11.6% | +170.4% | +162.3% |
| All | +264.3% | +14.6% | +249.7% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling