+357.3%
AMD vs SITM
+318.4%
+38.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.5% | -3.2% | -6.8% |
| 7D | +18.9% | +6.6% | +12.3% | +16.7% |
| 30D | -6.4% | -15.3% | +8.9% | -0.5% |
| 3M | +10.6% | -35.4% | +45.9% | +27.4% |
| 6M | +19.9% | -46.8% | +66.7% | +44.5% |
| YTD | +149.4% | +25.9% | +123.5% | +127.2% |
| 1Y | +115.4% | +54.0% | +61.4% | +83.9% |
| 3Y | +357.3% | +315.6% | +41.7% | +161.3% |
| All | +357.3% | +318.4% | +38.9% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling