+4.9%
STM vs AMT
+10.5%
-5.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.0% |
| 7D | -10.7% | +0.5% | -11.3% | -10.6% |
| 30D | -25.7% | +13.6% | -39.3% | -24.3% |
| 3M | -21.6% | +11.5% | -33.0% | -20.2% |
| 6M | -27.8% | +6.9% | -34.7% | -26.7% |
| YTD | +61.8% | +10.8% | +50.9% | +64.1% |
| 1Y | +78.1% | +10.3% | +67.8% | +80.7% |
| 3Y | +4.9% | +12.4% | -7.5% | -5.0% |
| All | +4.9% | +10.5% | -5.6% | -5.0% |
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