+35.8%
AMC vs SITM
+51.8%
-16.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +8.4% | +32.5% | -24.1% | +6.9% |
| 30D | +9.2% | -18.8% | +28.0% | +9.2% |
| 3M | +32.0% | -30.9% | +62.9% | +32.2% |
| 6M | +149.3% | -44.5% | +193.7% | +157.5% |
| YTD | +114.1% | +33.2% | +80.9% | +88.1% |
| 1Y | +35.8% | +53.8% | -18.1% | +14.0% |
| All | +35.8% | +51.8% | -16.0% | +14.0% |
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