-71.3%
AMC vs STT
+165.4%
-236.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +2.6% | -2.5% | +5.1% | +4.3% |
| 30D | +9.0% | -5.0% | +14.0% | +12.3% |
| 3M | +22.2% | -10.5% | +32.6% | +29.1% |
| 6M | +91.5% | +10.0% | +81.5% | +81.3% |
| YTD | +101.3% | +30.7% | +70.6% | +75.4% |
| 1Y | +20.8% | +43.8% | -23.0% | +0.7% |
| 3Y | -71.3% | +168.1% | -239.4% | -83.9% |
| All | -71.3% | +165.4% | -236.7% | -83.9% |
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