+4,878.5%
STX vs AMCR
+100.2%
+4,778.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +123.0% |
| YTD | +209.1% | +13.1% | +196.0% | +192.4% |
| 1Y | +365.4% | +13.0% | +352.4% | +338.9% |
| 3Y | +1,135.4% | +6.9% | +1,128.5% | +1,070.2% |
| 5Y | +991.5% | -10.5% | +1,002.0% | +992.4% |
| 10Y | +3,695.8% | +20.9% | +3,674.9% | +3,314.4% |
| All | +4,878.5% | +100.2% | +4,778.3% | +3,970.6% |
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