+1,967.8%
STX vs AME
+438.4%
+1,529.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | -4.1% | -13.1% | -14.0% |
| 30D | -35.9% | -4.1% | -31.8% | -33.2% |
| 3M | -37.3% | -5.6% | -31.7% | -33.9% |
| 6M | -35.8% | +2.8% | -38.7% | -36.2% |
| YTD | +82.7% | +16.6% | +66.1% | +66.8% |
| 1Y | +71.6% | +21.1% | +50.5% | +52.8% |
| 3Y | +635.3% | +61.1% | +574.2% | +433.2% |
| 5Y | +483.8% | +76.6% | +407.2% | +295.0% |
| 10Y | +1,967.8% | +431.3% | +1,536.5% | +642.7% |
| All | +1,967.8% | +438.4% | +1,529.4% | +642.7% |
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