-71.3%
AMC vs STLA
-74.0%
+2.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | +2.6% | -4.5% | +7.1% | +4.3% |
| 30D | +9.0% | -3.9% | +12.9% | +10.3% |
| 3M | +22.2% | -20.2% | +42.4% | +30.8% |
| 6M | +91.5% | -42.2% | +133.6% | +128.8% |
| YTD | +101.3% | -59.3% | +160.6% | +166.3% |
| 1Y | +20.8% | -56.1% | +76.8% | +54.3% |
| 3Y | -71.3% | -73.7% | +2.3% | -56.9% |
| All | -71.3% | -74.0% | +2.7% | -56.9% |
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