+123.8%
STX vs AMP
+18.6%
+105.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -7.9% |
| 7D | -20.2% | +7.7% | -27.9% | -20.0% |
| 30D | -37.2% | +6.6% | -43.8% | -37.0% |
| 3M | -34.1% | -4.7% | -29.3% | -33.6% |
| 6M | -24.5% | +12.9% | -37.4% | -26.5% |
| YTD | +102.9% | +8.6% | +94.3% | +100.0% |
| 1Y | +123.8% | +18.2% | +105.6% | +107.3% |
| All | +123.8% | +18.6% | +105.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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