-71.3%
AMC vs SITM
+269.8%
-341.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | -0.1% |
| 7D | +2.6% | -6.7% | +9.4% | +3.1% |
| 30D | +9.0% | -37.3% | +46.3% | +14.5% |
| 3M | +22.2% | -39.4% | +61.5% | +28.1% |
| 6M | +91.5% | -33.1% | +124.6% | +93.5% |
| YTD | +101.3% | +18.0% | +83.2% | +82.2% |
| 1Y | +20.8% | +22.7% | -1.9% | +8.2% |
| 3Y | -71.3% | +283.8% | -355.1% | -80.6% |
| All | -71.3% | +269.8% | -341.2% | -80.6% |
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