+95.8%
STT vs AMRZ
-17.3%
+113.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +3.9% | -9.8% | +13.7% | +5.7% |
| 3M | +19.2% | -17.2% | +36.4% | +22.3% |
| 6M | +60.4% | -26.9% | +87.3% | +67.9% |
| YTD | +51.5% | -21.5% | +72.9% | +56.4% |
| 1Y | +76.3% | -22.9% | +99.2% | +80.6% |
| All | +95.8% | -17.3% | +113.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling