+381.8%
STX vs AME
+27.5%
+354.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +2.8% | +8.0% | +8.0% |
| 30D | +11.3% | -6.3% | +17.5% | +18.3% |
| 3M | +3.2% | +5.4% | -2.2% | -0.5% |
| 6M | +157.0% | +7.4% | +149.5% | +141.5% |
| YTD | +229.2% | +16.2% | +213.0% | +193.6% |
| 1Y | +381.8% | +26.8% | +355.0% | +325.7% |
| All | +381.8% | +27.5% | +354.3% | +325.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling