+4,878.5%
STX vs AMCR
+106.4%
+4,772.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | -1.9% | +4.2% | +2.8% |
| 30D | +1.4% | -4.1% | +5.5% | +2.3% |
| 3M | -8.2% | +21.7% | -29.9% | -14.2% |
| 6M | +127.0% | +1.5% | +125.5% | +122.9% |
| YTD | +209.1% | +13.1% | +196.0% | +192.3% |
| 1Y | +365.4% | +16.5% | +348.9% | +334.8% |
| 3Y | +1,135.4% | +10.3% | +1,125.1% | +1,059.3% |
| 5Y | +991.5% | -7.7% | +999.2% | +982.2% |
| 10Y | +3,695.8% | +24.6% | +3,671.2% | +3,282.5% |
| All | +4,878.5% | +106.4% | +4,772.1% | +3,932.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling