+84.0%
AMD vs SITM
+21.8%
+62.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +17.4% | -6.4% | +3.6% |
| 7D | -11.0% | -6.7% | -4.3% | -8.5% |
| 30D | -30.5% | -37.3% | +6.8% | -16.8% |
| 3M | -8.2% | -39.4% | +31.1% | +10.0% |
| 6M | +6.6% | -33.1% | +39.7% | +22.6% |
| YTD | +109.7% | +18.0% | +91.6% | +105.4% |
| All | +84.0% | +21.8% | +62.2% | +75.6% |
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 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