-80.6%
AMC vs STT
+207.1%
-287.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | -0.7% | +3.9% | -4.6% | -2.8% |
| 3M | +35.2% | +20.0% | +15.2% | +22.0% |
| 6M | +124.6% | +55.3% | +69.3% | +79.9% |
| YTD | +69.9% | +53.3% | +16.5% | +36.3% |
| 1Y | -2.6% | +74.7% | -77.3% | -26.6% |
| All | -80.6% | +207.1% | -287.7% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling