+507.4%
STT vs AMP
+2,108.3%
-1,600.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +2.2% | +2.6% | -0.4% | +0.3% |
| 30D | +3.9% | +0.8% | +3.0% | +3.3% |
| 3M | +19.2% | +24.3% | -5.1% | +1.5% |
| 6M | +60.4% | +20.6% | +39.8% | +39.1% |
| YTD | +51.5% | +14.6% | +36.8% | +35.7% |
| 1Y | +76.3% | +14.5% | +61.7% | +57.8% |
| 3Y | +200.7% | +67.9% | +132.8% | +100.4% |
| 5Y | +157.5% | +122.5% | +35.0% | +40.0% |
| 10Y | +262.0% | +573.3% | -311.3% | -18.8% |
| All | +507.4% | +2,108.3% | -1,600.9% | -40.5% |
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 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