+95.5%
AMD vs SITM
+47.5%
+48.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.4% | +4.3% |
| 7D | -15.5% | -19.5% | +4.0% | -8.9% |
| 30D | -22.6% | -43.2% | +20.6% | -6.8% |
| 3M | -5.7% | -30.8% | +25.1% | +5.2% |
| 6M | +43.1% | -28.6% | +71.7% | +61.5% |
| YTD | +128.2% | +14.2% | +114.1% | +139.9% |
| 1Y | +95.5% | +44.4% | +51.1% | +108.1% |
| All | +95.5% | +47.5% | +48.0% | +108.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling