+66.5%
STX vs AMT
+9.8%
+56.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -2.5% |
| 7D | -28.5% | +0.5% | -29.0% | -28.1% |
| 30D | -42.9% | +13.6% | -56.5% | -39.1% |
| 3M | -45.9% | +11.5% | -57.4% | -42.6% |
| 6M | -41.3% | +6.9% | -48.2% | -37.3% |
| YTD | +67.9% | +10.8% | +57.1% | +78.3% |
| 1Y | +66.5% | +10.3% | +56.2% | +77.7% |
| All | +66.5% | +9.8% | +56.7% | +77.7% |
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