+40.2%
AMC vs SITM
+47.5%
-7.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.4% | +16.7% | +7.7% |
| 7D | +17.7% | -19.5% | +37.3% | +18.7% |
| 30D | +26.2% | -43.2% | +69.4% | +28.8% |
| 3M | +31.3% | -30.8% | +62.2% | +33.1% |
| 6M | +142.8% | -28.6% | +171.3% | +138.9% |
| YTD | +125.6% | +14.2% | +111.5% | +98.9% |
| 1Y | +40.2% | +44.4% | -4.1% | +15.2% |
| All | +40.2% | +47.5% | -7.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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