+13.5%
STM vs AMT
+13.8%
-0.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.6% | +6.8% |
| 7D | -5.6% | +0.4% | -5.9% | -5.5% |
| 30D | -14.4% | +3.7% | -18.2% | -13.8% |
| 3M | -20.5% | +10.7% | -31.2% | -19.2% |
| 6M | -24.5% | +9.3% | -33.8% | -23.3% |
| YTD | +72.7% | +10.9% | +61.7% | +75.2% |
| 1Y | +91.0% | +10.5% | +80.5% | +93.8% |
| 3Y | +13.5% | +15.5% | -2.0% | +2.0% |
| All | +13.5% | +13.8% | -0.3% | +2.0% |
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 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