+1,171.6%
AMD vs SITM
+4,437.5%
-3,265.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.6% | +3.5% |
| 7D | +14.0% | +3.7% | +10.3% | +12.7% |
| 30D | +11.0% | -14.5% | +25.5% | +16.0% |
| 3M | +9.6% | -10.6% | +20.1% | +12.2% |
| 6M | +157.1% | +65.5% | +91.6% | +115.6% |
| YTD | +143.3% | +67.0% | +76.3% | +100.1% |
| 1Y | +234.4% | +138.6% | +95.8% | +140.4% |
| 3Y | +391.2% | +421.8% | -30.6% | +150.9% |
| 5Y | +390.9% | +172.4% | +218.5% | +176.0% |
| All | +1,171.6% | +4,437.5% | -3,265.9% | +372.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling