+7.0%
AMT vs STLA
-64.4%
+71.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | +4.6% | -1.2% | +5.9% | +4.6% |
| 3M | -8.4% | -24.8% | +16.3% | -7.3% |
| 6M | -6.0% | -25.6% | +19.5% | -4.9% |
| YTD | +2.1% | -48.9% | +51.1% | +4.9% |
| 1Y | -6.4% | -38.8% | +32.4% | -4.9% |
| All | +7.0% | -64.4% | +71.4% | +5.3% |
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 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