+133.7%
AMT vs STT
+198.3%
-64.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +4.5% | -1.9% | +6.4% | +4.8% |
| 3M | +13.8% | -7.6% | +21.4% | +15.4% |
| 6M | +10.0% | +16.0% | -5.9% | +6.3% |
| YTD | +11.8% | +36.2% | -24.4% | +3.9% |
| 1Y | +10.2% | +46.8% | -36.6% | +0.7% |
| 3Y | +15.1% | +177.8% | -162.6% | -10.3% |
| 5Y | -18.8% | +105.8% | -124.7% | -34.2% |
| 10Y | +133.7% | +197.6% | -63.9% | +72.5% |
| All | +133.7% | +198.3% | -64.6% | +72.5% |
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