-98.1%
AMC vs STT
+290.0%
-388.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +35.2% | +20.0% | +15.2% | +21.3% |
| 6M | +124.6% | +55.3% | +69.3% | +75.9% |
| YTD | +69.9% | +53.3% | +16.5% | +33.3% |
| 1Y | -2.6% | +74.7% | -77.3% | -29.1% |
| 3Y | -79.8% | +205.8% | -285.6% | -89.4% |
| 5Y | -99.4% | +145.0% | -244.4% | -99.7% |
| 10Y | -98.9% | +266.0% | -364.9% | -99.5% |
| All | -98.1% | +290.0% | -388.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling