+14.9%
AMT vs STLA
-76.9%
+91.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.8% | 0.0% |
| 7D | -2.2% | -13.1% | +10.9% | -1.6% |
| 30D | +5.8% | -13.3% | +19.0% | +6.4% |
| 3M | +12.6% | -27.9% | +40.4% | +14.1% |
| 6M | +8.3% | -47.8% | +56.1% | +11.1% |
| YTD | +11.4% | -64.6% | +76.0% | +15.5% |
| 1Y | +7.7% | -64.0% | +71.7% | +11.6% |
| All | +14.9% | -76.9% | +91.8% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling