+124.5%
AMT vs STRL
+4,310.8%
-4,186.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +15.0% | -14.9% | -0.3% |
| 7D | +0.4% | -13.3% | +13.7% | +0.6% |
| 30D | +3.7% | -43.3% | +47.0% | +5.4% |
| 3M | +10.7% | -46.9% | +57.6% | +12.6% |
| 6M | +9.3% | -65.6% | +74.8% | +12.5% |
| YTD | +10.9% | -5.1% | +16.0% | +6.7% |
| 1Y | +10.5% | -23.1% | +33.6% | +7.5% |
| 3Y | +15.5% | +346.8% | -331.3% | -6.1% |
| 5Y | -20.6% | +907.2% | -927.7% | -42.0% |
| 10Y | +124.5% | +3,988.2% | -3,863.6% | +43.1% |
| All | +124.5% | +4,310.8% | -4,186.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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