-61.0%
AMC vs STLA
-73.7%
+12.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +6.6% | -6.4% | +12.9% | +9.0% |
| 30D | +14.1% | -1.3% | +15.4% | +14.4% |
| 3M | +31.3% | -19.9% | +51.2% | +40.2% |
| 6M | +126.7% | -42.9% | +169.6% | +171.4% |
| YTD | +117.9% | -59.4% | +177.4% | +187.3% |
| 1Y | +41.1% | -56.8% | +97.9% | +80.9% |
| 3Y | -61.0% | -73.1% | +12.1% | -36.7% |
| All | -61.0% | -73.7% | +12.7% | -36.7% |
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 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