+2,999.3%
STX vs AMCR
+100.3%
+2,899.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | -2.4% | +17.0% | +15.3% |
| 30D | -26.0% | +3.6% | -29.6% | -26.8% |
| 3M | -42.6% | -4.2% | -38.4% | -42.2% |
| 6M | -35.3% | +15.5% | -50.8% | -38.8% |
| YTD | +92.5% | +9.7% | +82.7% | +83.0% |
| 1Y | +102.4% | +8.3% | +94.1% | +93.2% |
| 3Y | +673.8% | +15.4% | +658.5% | +613.8% |
| 5Y | +463.1% | -9.1% | +472.2% | +459.6% |
| 10Y | +2,014.6% | +18.6% | +1,995.9% | +1,797.4% |
| All | +2,999.3% | +100.3% | +2,899.1% | +2,424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling