-13.5%
AMT vs STLA
-74.6%
+61.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +1.5% | -13.8% | +15.3% | +3.1% |
| 30D | +6.8% | -10.5% | +17.4% | +8.0% |
| 3M | +11.2% | -28.9% | +40.1% | +15.1% |
| 6M | +12.5% | -49.7% | +62.2% | +20.8% |
| YTD | +12.5% | -64.9% | +77.4% | +25.2% |
| 1Y | +10.1% | -64.0% | +74.1% | +22.0% |
| 3Y | +16.0% | -77.4% | +93.5% | +36.2% |
| All | -13.5% | -74.6% | +61.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling