+9,509.3%
STX vs AME
+4,914.5%
+4,594.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +6.9% |
| 7D | -14.8% | -1.5% | -13.2% | -13.2% |
| 30D | -35.4% | -4.2% | -31.2% | -32.7% |
| 3M | -37.7% | -5.9% | -31.7% | -34.3% |
| 6M | -35.2% | +2.8% | -38.0% | -35.6% |
| YTD | +84.4% | +16.6% | +67.8% | +69.0% |
| 1Y | +82.3% | +22.1% | +60.1% | +62.2% |
| 3Y | +646.2% | +64.7% | +581.5% | +439.2% |
| 5Y | +487.4% | +76.6% | +410.8% | +304.1% |
| 10Y | +2,071.0% | +443.9% | +1,627.2% | +578.9% |
| All | +9,509.3% | +4,914.5% | +4,594.8% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling