-4.6%
STM vs AMT
-15.7%
+11.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +12.0% | +1.5% | +10.5% | +11.7% |
| 30D | -0.4% | +6.8% | -7.2% | -1.8% |
| 3M | -13.2% | +11.2% | -24.4% | -15.2% |
| 6M | -26.1% | +12.5% | -38.5% | -28.7% |
| YTD | +81.2% | +12.5% | +68.7% | +73.6% |
| 1Y | +98.3% | +10.1% | +88.2% | +91.1% |
| 3Y | +16.7% | +16.0% | +0.7% | +2.4% |
| All | -4.6% | -15.7% | +11.1% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling