+1,065.4%
AMD vs SITM
+4,608.4%
-3,543.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -8.7% | -13.4% | +4.7% | -5.5% |
| 6M | +136.3% | +59.6% | +76.7% | +100.1% |
| YTD | +123.0% | +73.3% | +49.7% | +81.4% |
| 1Y | +195.2% | +165.5% | +29.6% | +105.3% |
| 3Y | +336.3% | +368.7% | -32.4% | +130.0% |
| 5Y | +334.5% | +172.5% | +162.0% | +143.3% |
| All | +1,065.4% | +4,608.4% | -3,543.0% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling