+264.6%
AMD vs SITM
+73.6%
+191.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.5% | -3.2% | -6.6% |
| 7D | +18.9% | +6.6% | +12.3% | +16.4% |
| 30D | -6.4% | -15.3% | +8.9% | +0.3% |
| 3M | +10.6% | -35.4% | +45.9% | +29.8% |
| 6M | +19.9% | -46.8% | +66.7% | +49.0% |
| YTD | +149.4% | +25.9% | +123.5% | +118.0% |
| 1Y | +115.4% | +54.0% | +61.4% | +73.6% |
| 3Y | +357.3% | +315.6% | +41.7% | +107.1% |
| All | +264.6% | +73.6% | +191.0% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling