+504.0%
STX vs AMT
-19.0%
+523.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.9% |
| 30D | -26.8% | +4.2% | -31.0% | -26.9% |
| 3M | -32.7% | +13.4% | -46.1% | -33.4% |
| 6M | -33.7% | +9.4% | -43.1% | -34.5% |
| YTD | +101.0% | +11.7% | +89.3% | +97.4% |
| 1Y | +92.7% | +7.1% | +85.6% | +90.8% |
| 3Y | +708.7% | +15.1% | +693.6% | +647.9% |
| 5Y | +504.0% | -17.9% | +521.9% | +521.3% |
| All | +504.0% | -19.0% | +523.0% | +521.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling