+487.4%
STX vs AME
+76.7%
+410.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +6.1% |
| 7D | -14.8% | -1.5% | -13.2% | -12.8% |
| 30D | -35.4% | -4.2% | -31.2% | -32.1% |
| 3M | -37.7% | -5.9% | -31.7% | -33.6% |
| 6M | -35.2% | +2.8% | -38.0% | -35.7% |
| YTD | +84.4% | +16.6% | +67.8% | +65.6% |
| 1Y | +82.3% | +22.1% | +60.1% | +58.1% |
| 3Y | +646.2% | +64.7% | +581.5% | +401.0% |
| 5Y | +487.4% | +76.6% | +410.8% | +254.6% |
| All | +487.4% | +76.7% | +410.8% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling