+112.7%
AMT vs STRL
+3,580.1%
-3,467.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.8% |
| 7D | +0.5% | -26.9% | +27.4% | +1.3% |
| 30D | +13.6% | -52.7% | +66.3% | +16.0% |
| 3M | +11.5% | -52.8% | +64.3% | +13.7% |
| 6M | +6.9% | -71.5% | +78.4% | +10.7% |
| YTD | +10.8% | -17.4% | +28.3% | +7.1% |
| 1Y | +10.3% | -35.0% | +45.3% | +8.0% |
| 3Y | +12.4% | +239.2% | -226.8% | -6.6% |
| 5Y | -20.1% | +830.2% | -850.2% | -41.1% |
| All | +112.7% | +3,580.1% | -3,467.4% | +52.5% |
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