+195.6%
STT vs AMCR
+8.5%
+187.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | +1.0% | -6.3% | +7.3% | +3.1% |
| 30D | +2.8% | -7.1% | +9.9% | +5.1% |
| 3M | +18.1% | +12.7% | +5.5% | +12.6% |
| 6M | +59.2% | +5.2% | +54.1% | +54.8% |
| YTD | +51.5% | +8.1% | +43.4% | +45.1% |
| 1Y | +75.7% | +11.7% | +63.9% | +65.7% |
| All | +195.6% | +8.5% | +187.1% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling