+195.2%
AMD vs SITM
+174.8%
+20.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.5% | -1.9% | +2.7% |
| 7D | +2.6% | +9.7% | -7.1% | -0.3% |
| 30D | -0.9% | +12.7% | -13.6% | -5.7% |
| 3M | -8.7% | -13.4% | +4.7% | -6.5% |
| 6M | +136.3% | +59.6% | +76.7% | +115.0% |
| YTD | +123.0% | +73.3% | +49.7% | +100.8% |
| 1Y | +195.2% | +165.5% | +29.6% | +174.1% |
| All | +195.2% | +174.8% | +20.4% | +174.1% |
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