-80.6%
AMC vs STLA
-64.3%
-16.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +3.9% |
| 7D | +2.3% | +2.6% | -0.3% | +1.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | +35.2% | -24.8% | +60.0% | +49.3% |
| 6M | +124.6% | -25.6% | +150.1% | +149.8% |
| YTD | +69.9% | -48.9% | +118.8% | +111.5% |
| 1Y | -2.6% | -38.8% | +36.2% | +10.7% |
| All | -80.6% | -64.3% | -16.3% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling