+264.3%
STT vs AMP
+589.3%
-325.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +1.7% | -1.3% | +3.1% | +2.7% |
| 3M | +17.9% | +24.2% | -6.3% | +0.8% |
| 6M | +55.3% | +24.6% | +30.7% | +32.1% |
| YTD | +52.7% | +14.8% | +37.8% | +36.9% |
| 1Y | +75.7% | +12.8% | +62.9% | +59.4% |
| 3Y | +197.9% | +69.0% | +128.9% | +98.6% |
| 5Y | +158.8% | +124.9% | +33.9% | +40.9% |
| All | +264.3% | +589.3% | -325.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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