+365.4%
STX vs AMT
-7.7%
+373.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +5.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +1.4% | +4.6% | -3.2% | +3.6% |
| 3M | -8.2% | -8.4% | +0.2% | -8.2% |
| 6M | +127.0% | -6.0% | +133.1% | +128.7% |
| YTD | +209.1% | +2.1% | +207.0% | +218.1% |
| 1Y | +365.4% | -6.4% | +371.8% | +391.9% |
| All | +365.4% | -7.7% | +373.1% | +391.9% |
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 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