+91.5%
AMC vs SITM
-31.9%
+123.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | +2.3% |
| 7D | +2.6% | -6.7% | +9.4% | +2.0% |
| 30D | +9.0% | -37.3% | +46.3% | +5.5% |
| 3M | +22.2% | -39.4% | +61.5% | +17.8% |
| 6M | +91.5% | -33.1% | +124.6% | +104.6% |
| All | +91.5% | -31.9% | +123.4% | +104.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling