+444.1%
STM vs AMT
+125.6%
+318.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | -7.9% | +1.6% | -9.6% | -8.5% |
| 30D | -14.1% | +4.5% | -18.6% | -15.6% |
| 3M | -17.6% | +13.8% | -31.4% | -21.6% |
| 6M | -24.2% | +10.0% | -34.3% | -28.1% |
| YTD | +73.3% | +11.8% | +61.6% | +62.4% |
| 1Y | +90.1% | +10.2% | +79.9% | +78.9% |
| 3Y | +10.3% | +15.1% | -4.8% | -3.6% |
| 5Y | -5.7% | -18.8% | +13.1% | -4.3% |
| 10Y | +444.1% | +133.7% | +310.4% | +374.8% |
| All | +444.1% | +125.6% | +318.5% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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