-99.1%
AMC vs STLA
-71.4%
-27.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +3.5% |
| 7D | +5.5% | -4.9% | +10.4% | +8.3% |
| 30D | +16.1% | -4.9% | +21.0% | +18.4% |
| 3M | +43.0% | -23.7% | +66.6% | +60.2% |
| 6M | +130.7% | -45.0% | +175.6% | +202.4% |
| YTD | +121.8% | -60.9% | +182.7% | +234.8% |
| 1Y | +40.7% | -58.9% | +99.5% | +105.4% |
| 3Y | -56.8% | -74.4% | +17.6% | -18.1% |
| 5Y | -99.1% | -71.5% | -27.6% | -98.7% |
| All | -99.1% | -71.4% | -27.7% | -98.7% |
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 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