+112.7%
AMT vs STT
+204.5%
-91.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.5% | -2.5% | +3.0% | +1.0% |
| 30D | +13.6% | -5.0% | +18.6% | +14.7% |
| 3M | +11.5% | -10.5% | +21.9% | +13.8% |
| 6M | +6.9% | +10.0% | -3.1% | +4.4% |
| YTD | +10.8% | +30.7% | -19.9% | +4.0% |
| 1Y | +10.3% | +43.8% | -33.4% | +1.4% |
| 3Y | +12.4% | +168.1% | -155.7% | -11.5% |
| 5Y | -20.1% | +101.4% | -121.5% | -34.7% |
| All | +112.7% | +204.5% | -91.8% | +74.7% |
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