-98.7%
AMC vs STT
+211.9%
-310.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +6.4% |
| 7D | +6.6% | +0.9% | +5.7% | +6.5% |
| 30D | +14.1% | -2.3% | +16.4% | +16.2% |
| 3M | +31.3% | -7.0% | +38.3% | +37.0% |
| 6M | +126.7% | +15.5% | +111.2% | +108.5% |
| YTD | +117.9% | +35.6% | +82.4% | +82.2% |
| 1Y | +41.1% | +47.9% | -6.8% | +12.2% |
| 3Y | -61.0% | +181.1% | -242.0% | -79.2% |
| 5Y | -99.1% | +108.2% | -207.3% | -99.5% |
| 10Y | -98.7% | +201.0% | -299.7% | -99.4% |
| All | -98.7% | +211.9% | -310.5% | -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