+95.4%
STM vs AMT
+7.3%
+88.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.3% |
| 7D | +16.3% | -2.2% | +18.5% | +15.4% |
| 30D | -6.3% | +5.8% | -12.0% | -4.1% |
| 3M | -14.1% | +12.6% | -26.7% | -10.2% |
| 6M | -19.6% | +8.3% | -27.9% | -16.6% |
| YTD | +80.1% | +11.4% | +68.7% | +86.1% |
| 1Y | +95.4% | +7.7% | +87.6% | +103.0% |
| All | +95.4% | +7.3% | +88.0% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling