+484.3%
AMT vs STLA
+263.8%
+220.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | +4.6% | -1.2% | +5.9% | +4.7% |
| 3M | -8.4% | -24.8% | +16.3% | -6.0% |
| 6M | -6.0% | -25.6% | +19.5% | -3.7% |
| YTD | +2.1% | -48.9% | +51.1% | +8.3% |
| 1Y | -6.4% | -38.8% | +32.4% | -3.0% |
| 3Y | +8.1% | -64.5% | +72.6% | +16.7% |
| 5Y | -31.9% | -62.4% | +30.5% | -28.0% |
| 10Y | +97.1% | +55.4% | +41.7% | +80.9% |
| All | +484.3% | +263.8% | +220.5% | +440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling