+77.9%
STT vs AMRZ
-19.2%
+97.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.8% | -2.1% | +6.9% | +5.2% |
| 30D | +3.9% | +13.0% | -9.0% | +1.7% |
| 3M | -8.2% | -12.1% | +3.9% | -6.2% |
| 6M | +15.6% | -19.1% | +34.7% | +18.9% |
| YTD | +37.6% | -23.3% | +60.9% | +42.7% |
| 1Y | +50.1% | -16.6% | +66.7% | +54.2% |
| All | +77.9% | -19.2% | +97.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling