+35.8%
AMC vs STLA
-64.2%
+99.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.7% | -0.8% |
| 7D | +8.4% | -13.1% | +21.5% | +12.3% |
| 30D | +9.2% | -13.3% | +22.4% | +13.2% |
| 3M | +32.0% | -27.9% | +59.9% | +43.1% |
| 6M | +149.3% | -47.8% | +197.1% | +193.3% |
| YTD | +114.1% | -64.6% | +178.7% | +165.2% |
| 1Y | +35.8% | -64.0% | +99.8% | +66.2% |
| All | +35.8% | -64.2% | +99.9% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling