-96.6%
AMC vs SITM
+4,608.4%
-4,705.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +3.1% |
| 7D | +2.3% | +9.7% | -7.4% | +0.6% |
| 30D | -0.7% | +12.7% | -13.4% | -4.2% |
| 3M | +35.2% | -13.4% | +48.6% | +35.8% |
| 6M | +124.6% | +59.6% | +65.0% | +93.2% |
| YTD | +69.9% | +73.3% | -3.4% | +42.0% |
| 1Y | -2.6% | +165.5% | -168.1% | -26.7% |
| 3Y | -79.8% | +368.7% | -448.5% | -87.8% |
| 5Y | -99.4% | +172.5% | -271.9% | -99.6% |
| All | -96.6% | +4,608.4% | -4,705.0% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling