+156.0%
STT vs AMCR
-9.6%
+165.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.4% | -5.0% | +3.6% | +1.0% |
| 30D | +2.2% | -8.0% | +10.2% | +6.1% |
| 3M | +18.8% | +14.3% | +4.5% | +10.1% |
| 6M | +57.9% | +5.3% | +52.6% | +51.4% |
| YTD | +51.0% | +7.7% | +43.3% | +41.8% |
| 1Y | +77.1% | +10.8% | +66.3% | +63.0% |
| 3Y | +199.8% | +9.6% | +190.3% | +164.9% |
| 5Y | +156.0% | -10.2% | +166.1% | +159.1% |
| All | +156.0% | -9.6% | +165.6% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling