+673.8%
STX vs AME
+64.2%
+609.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.5% |
| 7D | +14.6% | +5.9% | +8.7% | +8.9% |
| 30D | -26.0% | -1.9% | -24.0% | -23.8% |
| 3M | -42.6% | -5.4% | -37.2% | -39.2% |
| 6M | -35.3% | +4.9% | -40.2% | -36.9% |
| YTD | +92.5% | +18.5% | +74.0% | +70.5% |
| 1Y | +102.4% | +25.5% | +76.9% | +72.0% |
| 3Y | +673.8% | +63.0% | +610.8% | +445.3% |
| All | +673.8% | +64.2% | +609.6% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling