-95.6%
AMC vs SITM
+3,318.8%
-3,414.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +2.3% |
| 7D | +5.5% | -0.1% | +5.6% | +5.2% |
| 30D | +16.1% | -27.4% | +43.5% | +22.3% |
| 3M | +43.0% | -35.6% | +78.6% | +52.6% |
| 6M | +130.7% | -46.6% | +177.3% | +149.1% |
| YTD | +121.8% | +25.8% | +96.0% | +94.4% |
| 1Y | +40.7% | +38.2% | +2.4% | +20.3% |
| 3Y | -56.8% | +311.5% | -368.3% | -73.9% |
| 5Y | -99.1% | +94.6% | -193.7% | -99.4% |
| All | -95.6% | +3,318.8% | -3,414.5% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling