+452.0%
STT vs AMP
+1,967.6%
-1,515.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.0% |
| 7D | +4.8% | +3.9% | +0.8% | +1.9% |
| 30D | +3.9% | +5.1% | -1.2% | 0.0% |
| 3M | -8.2% | -8.7% | +0.5% | -2.5% |
| 6M | +15.6% | +11.4% | +4.2% | +5.9% |
| YTD | +37.6% | +7.3% | +30.3% | +28.6% |
| 1Y | +50.1% | +14.6% | +35.6% | +33.8% |
| 3Y | +183.1% | +61.2% | +121.8% | +93.5% |
| 5Y | +104.8% | +81.0% | +23.8% | +28.4% |
| 10Y | +201.9% | +468.0% | -266.1% | -23.0% |
| All | +452.0% | +1,967.6% | -1,515.6% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling