+7,264.6%
STX vs AMP
+1,967.6%
+5,297.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.6% |
| 7D | +14.6% | +3.9% | +10.7% | +12.7% |
| 30D | -26.0% | +5.1% | -31.1% | -27.7% |
| 3M | -42.6% | -8.7% | -33.9% | -40.6% |
| 6M | -35.3% | +11.4% | -46.7% | -39.4% |
| YTD | +92.5% | +7.3% | +85.1% | +82.3% |
| 1Y | +102.4% | +14.6% | +87.8% | +86.0% |
| 3Y | +673.8% | +61.2% | +612.6% | +503.0% |
| 5Y | +463.1% | +81.0% | +382.0% | +311.3% |
| 10Y | +2,014.6% | +468.0% | +1,546.6% | +754.6% |
| All | +7,264.6% | +1,967.6% | +5,297.0% | +1,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling