+260.3%
STT vs AMCR
+16.5%
+243.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.4% | -5.0% | +3.6% | +1.3% |
| 30D | +2.2% | -8.0% | +10.2% | +6.4% |
| 3M | +18.8% | +14.3% | +4.5% | +9.6% |
| 6M | +57.9% | +5.3% | +52.6% | +50.8% |
| YTD | +51.0% | +7.7% | +43.3% | +41.3% |
| 1Y | +77.1% | +10.8% | +66.3% | +62.5% |
| 3Y | +199.8% | +9.6% | +190.3% | +168.6% |
| 5Y | +156.0% | -10.2% | +166.1% | +157.4% |
| All | +260.3% | +16.5% | +243.9% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling