-15.7%
STM vs AMT
-20.2%
+4.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.9% |
| 7D | -10.7% | +0.5% | -11.3% | -10.9% |
| 30D | -25.7% | +13.6% | -39.3% | -27.7% |
| 3M | -21.6% | +11.5% | -33.0% | -23.5% |
| 6M | -27.8% | +6.9% | -34.7% | -29.6% |
| YTD | +61.8% | +10.8% | +50.9% | +55.4% |
| 1Y | +78.1% | +10.3% | +67.8% | +71.1% |
| 3Y | +4.9% | +12.4% | -7.5% | -6.8% |
| All | -15.7% | -20.2% | +4.5% | -15.5% |
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