-97.7%
AMC vs STT
+231.7%
-329.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.7% | -7.8% | -9.9% |
| 7D | 0.0% | -4.9% | +4.9% | +3.2% |
| 30D | +4.4% | -6.0% | +10.4% | +8.5% |
| 3M | +15.4% | -11.7% | +27.0% | +23.6% |
| 6M | +93.7% | +11.7% | +82.0% | +82.2% |
| YTD | +97.4% | +30.4% | +67.0% | +69.9% |
| 1Y | +23.2% | +43.9% | -20.7% | +0.4% |
| 3Y | -71.3% | +165.4% | -236.7% | -83.7% |
| 5Y | -99.3% | +101.0% | -200.3% | -99.5% |
| 10Y | -98.7% | +210.7% | -309.4% | -99.4% |
| All | -97.7% | +231.7% | -329.4% | -99.0% |
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