-98.7%
AMC vs STLA
+21.0%
-119.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +6.6% | -6.4% | +12.9% | +9.6% |
| 30D | +14.1% | -1.3% | +15.4% | +14.4% |
| 3M | +31.3% | -19.9% | +51.2% | +41.9% |
| 6M | +126.7% | -42.9% | +169.6% | +180.8% |
| YTD | +117.9% | -59.4% | +177.4% | +203.0% |
| 1Y | +41.1% | -56.8% | +97.9% | +90.4% |
| 3Y | -61.0% | -73.1% | +12.1% | -37.8% |
| 5Y | -99.1% | -70.1% | -29.1% | -98.7% |
| 10Y | -98.7% | +19.8% | -118.5% | -98.7% |
| All | -98.7% | +21.0% | -119.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling