-13.5%
AMT vs STT
+104.1%
-117.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.5% | +4.8% | -3.3% | +0.5% |
| 30D | +6.8% | +3.9% | +2.9% | +5.9% |
| 3M | +11.2% | -8.2% | +19.4% | +13.0% |
| 6M | +12.5% | +15.6% | -3.1% | +8.4% |
| YTD | +12.5% | +37.6% | -25.1% | +3.6% |
| 1Y | +10.1% | +50.1% | -40.0% | -0.8% |
| 3Y | +16.0% | +183.1% | -167.0% | -14.8% |
| All | -13.5% | +104.1% | -117.6% | -34.7% |
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 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