+94.2%
AMT vs STT
+269.9%
-175.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +4.6% | +3.9% | +0.8% | +3.8% |
| 3M | -8.4% | +20.0% | -28.4% | -12.0% |
| 6M | -6.0% | +55.3% | -61.3% | -14.5% |
| YTD | +2.1% | +53.3% | -51.2% | -7.1% |
| 1Y | -6.4% | +74.7% | -81.1% | -17.4% |
| 3Y | +8.1% | +205.8% | -197.8% | -17.0% |
| 5Y | -31.9% | +145.0% | -176.9% | -46.5% |
| All | +94.2% | +269.9% | -175.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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