-98.8%
AMC vs STT
+198.7%
-297.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | +8.4% | +5.1% | +3.3% | +5.4% |
| 30D | +9.2% | -0.2% | +9.4% | +9.8% |
| 3M | +32.0% | -8.1% | +40.2% | +38.8% |
| 6M | +149.3% | +16.6% | +132.6% | +127.9% |
| YTD | +114.1% | +37.8% | +76.3% | +77.2% |
| 1Y | +35.8% | +46.8% | -11.1% | +8.3% |
| 3Y | -58.3% | +181.2% | -239.5% | -77.8% |
| 5Y | -99.2% | +105.1% | -204.3% | -99.5% |
| All | -98.8% | +198.7% | -297.4% | -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