+1,431.6%
AMT vs STRL
+27,324.5%
-25,892.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.9% |
| 7D | +0.5% | -26.9% | +27.4% | +2.1% |
| 30D | +13.6% | -52.7% | +66.3% | +18.1% |
| 3M | +11.5% | -52.8% | +64.3% | +15.7% |
| 6M | +6.9% | -71.5% | +78.4% | +13.4% |
| YTD | +10.8% | -17.4% | +28.3% | +8.5% |
| 1Y | +10.3% | -35.0% | +45.3% | +9.5% |
| 3Y | +12.4% | +239.2% | -226.8% | -2.9% |
| 5Y | -20.1% | +830.2% | -850.2% | -36.3% |
| 10Y | +116.8% | +3,574.7% | -3,457.9% | +51.5% |
| All | +1,431.6% | +27,324.5% | -25,892.9% | +833.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling