+94.2%
AMT vs STRL
+7,193.7%
-7,099.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -1.3% |
| 7D | -0.2% | +3.4% | -3.6% | -0.3% |
| 30D | +4.6% | -9.2% | +13.9% | +4.9% |
| 3M | -8.4% | -51.0% | +42.6% | -6.1% |
| 6M | -6.0% | +15.8% | -21.8% | -8.9% |
| YTD | +2.1% | +58.9% | -56.7% | -3.0% |
| 1Y | -6.4% | +68.5% | -74.9% | -11.9% |
| 3Y | +8.1% | +485.2% | -477.2% | -10.9% |
| 5Y | -31.9% | +2,005.1% | -2,037.0% | -51.5% |
| All | +94.2% | +7,193.7% | -7,099.5% | +19.3% |
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