+1,972.8%
STX vs AMT
+136.5%
+1,836.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | +14.6% | +1.5% | +13.1% | +14.2% |
| 30D | -26.0% | +6.8% | -32.8% | -27.3% |
| 3M | -42.6% | +11.2% | -53.8% | -44.3% |
| 6M | -35.3% | +12.5% | -47.7% | -38.1% |
| YTD | +92.5% | +12.5% | +80.0% | +83.0% |
| 1Y | +102.4% | +10.1% | +92.3% | +93.6% |
| 3Y | +673.8% | +16.0% | +657.8% | +595.2% |
| 5Y | +463.1% | -17.2% | +480.2% | +468.3% |
| All | +1,972.8% | +136.5% | +1,836.4% | +1,362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling