-99.3%
AMC vs STLA
-70.1%
-29.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | +2.6% | -4.5% | +7.1% | +5.0% |
| 30D | +9.0% | -3.9% | +12.9% | +10.7% |
| 3M | +22.2% | -20.2% | +42.4% | +34.1% |
| 6M | +91.5% | -42.2% | +133.6% | +145.3% |
| YTD | +101.3% | -59.3% | +160.6% | +198.4% |
| 1Y | +20.8% | -56.1% | +76.8% | +70.5% |
| 3Y | -71.3% | -73.7% | +2.3% | -46.2% |
| All | -99.3% | -70.1% | -29.2% | -99.0% |
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