-5.7%
STM vs AMT
-19.6%
+13.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -7.9% | +1.6% | -9.6% | -8.2% |
| 30D | -14.1% | +4.5% | -18.6% | -15.0% |
| 3M | -17.6% | +13.8% | -31.4% | -19.9% |
| 6M | -24.2% | +10.0% | -34.3% | -26.6% |
| YTD | +73.3% | +11.8% | +61.6% | +66.3% |
| 1Y | +90.1% | +10.2% | +79.9% | +83.0% |
| 3Y | +10.3% | +15.1% | -4.8% | -2.9% |
| 5Y | -5.7% | -18.8% | +13.1% | -5.9% |
| All | -5.7% | -19.6% | +13.9% | -5.9% |
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 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