-97.7%
AMC vs STLA
+69.1%
-166.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.5% | -8.0% | -10.9% |
| 7D | 0.0% | -5.5% | +5.5% | +2.2% |
| 30D | +4.4% | -3.7% | +8.1% | +5.6% |
| 3M | +15.4% | -21.1% | +36.5% | +24.5% |
| 6M | +93.7% | -38.3% | +132.0% | +128.0% |
| YTD | +97.4% | -59.2% | +156.7% | +164.5% |
| 1Y | +23.2% | -56.7% | +79.9% | +60.8% |
| 3Y | -71.3% | -74.3% | +3.1% | -55.8% |
| 5Y | -99.3% | -70.2% | -29.0% | -98.9% |
| 10Y | -98.7% | +23.4% | -122.1% | -98.8% |
| All | -97.7% | +69.1% | -166.9% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling