-99.4%
AMC vs STLA
-62.4%
-37.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +3.7% |
| 7D | +2.3% | +2.6% | -0.3% | +0.9% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +35.2% | -24.8% | +60.0% | +54.6% |
| 6M | +124.6% | -25.6% | +150.1% | +158.8% |
| YTD | +69.9% | -48.9% | +118.8% | +128.9% |
| 1Y | -2.6% | -38.8% | +36.2% | +15.8% |
| 3Y | -79.8% | -64.5% | -15.2% | -67.3% |
| All | -99.4% | -62.4% | -37.1% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling