+465.1%
STM vs AMT
+136.5%
+328.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +12.0% | +1.5% | +10.5% | +11.5% |
| 30D | -0.4% | +6.8% | -7.2% | -2.8% |
| 3M | -13.2% | +11.2% | -24.4% | -16.7% |
| 6M | -26.1% | +12.5% | -38.5% | -30.3% |
| YTD | +81.2% | +12.5% | +68.7% | +69.4% |
| 1Y | +98.3% | +10.1% | +88.2% | +86.8% |
| 3Y | +16.7% | +16.0% | +0.7% | +1.7% |
| 5Y | -4.8% | -17.2% | +12.3% | -4.2% |
| All | +465.1% | +136.5% | +328.6% | +392.2% |
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