-31.3%
AMT vs STT
+145.1%
-176.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 6M | -6.0% | +55.3% | -61.3% | -15.0% |
| YTD | +2.1% | +53.3% | -51.2% | -7.6% |
| 1Y | -6.4% | +74.7% | -81.1% | -18.2% |
| 3Y | +8.1% | +205.8% | -197.8% | -20.6% |
| All | -31.3% | +145.1% | -176.4% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling