+15.7%
STM vs AMT
+8.2%
+7.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +1.8% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | +4.6% | -5.6% | -0.6% |
| 3M | -33.3% | -8.4% | -24.8% | -33.1% |
| 6M | +57.4% | -6.0% | +63.4% | +57.6% |
| YTD | +102.2% | +2.1% | +100.1% | +101.8% |
| 1Y | +99.6% | -6.4% | +106.0% | +100.0% |
| All | +15.7% | +8.2% | +7.6% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling