+156.0%
STT vs AMP
+118.7%
+37.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.4% | -2.0% | +0.7% | +0.2% |
| 30D | +2.2% | -1.7% | +3.9% | +3.5% |
| 3M | +18.8% | +23.2% | -4.4% | +1.1% |
| 6M | +57.9% | +22.2% | +35.8% | +34.7% |
| YTD | +51.0% | +14.0% | +37.0% | +35.1% |
| 1Y | +77.1% | +14.0% | +63.1% | +58.2% |
| 3Y | +199.8% | +67.0% | +132.8% | +89.2% |
| 5Y | +156.0% | +123.2% | +32.7% | +24.9% |
| All | +156.0% | +118.7% | +37.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling