+76.1%
STT vs AMRZ
-17.3%
+93.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.8% |
| 7D | +1.1% | 0.0% | +1.2% | +1.2% |
| 30D | -1.9% | +15.9% | -17.8% | -4.4% |
| 3M | -7.6% | -9.2% | +1.6% | -6.2% |
| 6M | +16.0% | -20.3% | +36.3% | +19.7% |
| YTD | +36.2% | -21.5% | +57.7% | +40.6% |
| 1Y | +46.8% | -12.9% | +59.7% | +50.0% |
| All | +76.1% | -17.3% | +93.4% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling