-98.7%
AMC vs STT
+204.5%
-303.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +2.6% | -2.5% | +5.1% | +4.5% |
| 30D | +9.0% | -5.0% | +14.0% | +12.7% |
| 3M | +22.2% | -10.5% | +32.6% | +30.3% |
| 6M | +91.5% | +10.0% | +81.5% | +81.1% |
| YTD | +101.3% | +30.7% | +70.6% | +71.8% |
| 1Y | +20.8% | +43.8% | -23.0% | -2.5% |
| 3Y | -71.3% | +168.1% | -239.4% | -84.3% |
| 5Y | -99.2% | +101.4% | -200.6% | -99.5% |
| All | -98.7% | +204.5% | -303.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling