-99.4%
AMC vs SITM
+170.8%
-270.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +2.5% |
| 7D | +2.3% | +9.7% | -7.4% | -0.3% |
| 30D | -0.7% | +12.7% | -13.4% | -6.0% |
| 3M | +35.2% | -13.4% | +48.6% | +35.6% |
| 6M | +124.6% | +59.6% | +65.0% | +76.0% |
| YTD | +69.9% | +73.3% | -3.4% | +26.9% |
| 1Y | -2.6% | +165.5% | -168.1% | -39.1% |
| 3Y | -79.8% | +368.7% | -448.5% | -91.8% |
| All | -99.4% | +170.8% | -270.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling