+78.2%
STT vs AMRZ
-19.3%
+97.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.1% |
| 7D | +5.1% | -4.0% | +9.1% | +5.9% |
| 30D | -0.2% | +12.4% | -12.6% | -2.3% |
| 3M | -8.1% | -11.5% | +3.4% | -6.3% |
| 6M | +16.6% | -21.6% | +38.2% | +20.7% |
| YTD | +37.8% | -23.4% | +61.2% | +42.9% |
| 1Y | +46.8% | -17.2% | +64.0% | +50.9% |
| All | +78.2% | -19.3% | +97.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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