+12.4%
AMT vs STT
+165.4%
-152.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.5% | -2.5% | +3.0% | +0.7% |
| 30D | +13.6% | -5.0% | +18.6% | +13.9% |
| 3M | +11.5% | -10.5% | +21.9% | +12.2% |
| 6M | +6.9% | +10.0% | -3.1% | +5.7% |
| YTD | +10.8% | +30.7% | -19.9% | +7.6% |
| 1Y | +10.3% | +43.8% | -33.4% | +5.8% |
| 3Y | +12.4% | +168.1% | -155.7% | -12.8% |
| All | +12.4% | +165.4% | -152.9% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling