-58.9%
AMC vs STLA
-77.1%
+18.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +3.5% | -13.8% | +17.3% | +8.6% |
| 30D | +12.5% | -10.5% | +23.0% | +16.4% |
| 3M | +23.6% | -28.9% | +52.4% | +37.3% |
| 6M | +144.4% | -49.7% | +194.1% | +205.2% |
| YTD | +108.3% | -64.9% | +173.3% | +188.8% |
| 1Y | +38.9% | -64.0% | +102.9% | +90.0% |
| 3Y | -58.9% | -77.4% | +18.6% | -27.7% |
| All | -58.9% | -77.1% | +18.3% | -27.7% |
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