-64.3%
AMC vs SITM
+409.8%
-474.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -3.1% |
| 7D | -0.8% | +8.4% | -9.1% | -1.8% |
| 30D | -1.2% | -17.4% | +16.3% | +1.0% |
| 3M | +42.2% | -9.8% | +52.1% | +42.4% |
| 6M | +118.8% | +83.0% | +35.8% | +88.9% |
| YTD | +64.1% | +69.6% | -5.5% | +41.9% |
| 1Y | -9.5% | +144.9% | -154.4% | -27.8% |
| 3Y | -64.3% | +429.9% | -494.2% | -76.1% |
| All | -64.3% | +409.8% | -474.1% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling