+1,092.8%
STX vs AMCR
-9.6%
+1,102.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +8.0% | -5.0% | +12.9% | +9.6% |
| 30D | +5.1% | -8.0% | +13.1% | +7.6% |
| 3M | +5.8% | +14.3% | -8.5% | -1.3% |
| 6M | +124.9% | +5.3% | +119.6% | +115.7% |
| YTD | +213.9% | +7.7% | +206.2% | +194.3% |
| 1Y | +350.4% | +10.8% | +339.6% | +314.2% |
| 3Y | +1,314.2% | +9.6% | +1,304.6% | +1,145.9% |
| 5Y | +1,092.8% | -10.2% | +1,103.0% | +1,147.9% |
| All | +1,092.8% | -9.6% | +1,102.4% | +1,147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling