+434.2%
STM vs AMT
+1,473.8%
-1,039.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.4% | -11.9% | -12.3% |
| 7D | -20.1% | +4.4% | -24.4% | -21.2% |
| 30D | -32.0% | +17.7% | -49.7% | -35.7% |
| 3M | -24.2% | +16.7% | -40.8% | -28.2% |
| 6M | -29.9% | +11.1% | -41.1% | -33.5% |
| YTD | +54.9% | +13.9% | +41.0% | +45.2% |
| 1Y | +68.0% | +12.5% | +55.5% | +57.9% |
| 3Y | -0.1% | +13.2% | -13.3% | -8.9% |
| 5Y | -17.9% | -17.9% | 0.0% | -17.6% |
| 10Y | +392.2% | +122.8% | +269.4% | +256.9% |
| All | +434.2% | +1,473.8% | -1,039.6% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling