+3,676.0%
STX vs AME
+421.6%
+3,254.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +2.8% | +8.0% | +8.6% |
| 30D | +11.3% | -6.3% | +17.5% | +16.8% |
| 3M | +3.2% | +5.4% | -2.2% | -0.1% |
| 6M | +157.0% | +7.4% | +149.5% | +145.7% |
| YTD | +229.2% | +16.2% | +213.0% | +198.3% |
| 1Y | +381.8% | +26.8% | +355.0% | +309.3% |
| 3Y | +1,383.2% | +57.5% | +1,325.7% | +979.5% |
| 5Y | +1,144.9% | +84.8% | +1,060.0% | +708.0% |
| 10Y | +3,676.0% | +424.3% | +3,251.7% | +1,143.6% |
| All | +3,676.0% | +421.6% | +3,254.4% | +1,143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling