+124.5%
AMT vs STLA
+21.0%
+103.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.4% | -6.4% | +6.7% | +1.2% |
| 30D | +3.7% | -1.3% | +5.0% | +3.7% |
| 3M | +10.7% | -19.9% | +30.7% | +13.6% |
| 6M | +9.3% | -42.9% | +52.1% | +17.0% |
| YTD | +10.9% | -59.4% | +70.4% | +23.5% |
| 1Y | +10.5% | -56.8% | +67.4% | +21.7% |
| 3Y | +15.5% | -73.1% | +88.6% | +33.4% |
| 5Y | -20.6% | -70.1% | +49.5% | -12.2% |
| 10Y | +124.5% | +19.8% | +104.8% | +112.3% |
| All | +124.5% | +21.0% | +103.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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