+123.8%
STX vs AMT
+13.5%
+110.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.2% | -6.0% |
| 7D | -20.2% | +6.0% | -26.2% | -17.5% |
| 30D | -37.2% | +20.1% | -57.3% | -31.0% |
| 3M | -34.1% | +12.4% | -46.4% | -29.6% |
| 6M | -24.5% | +9.9% | -34.4% | -17.9% |
| YTD | +102.9% | +14.4% | +88.6% | +120.3% |
| 1Y | +123.8% | +12.4% | +111.4% | +145.8% |
| All | +123.8% | +13.5% | +110.3% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling