+995.8%
AMD vs SITM
+3,107.0%
-2,111.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +17.4% | -6.4% | +5.5% |
| 7D | -11.0% | -6.7% | -4.3% | -8.9% |
| 30D | -30.5% | -37.3% | +6.8% | -19.3% |
| 3M | -8.2% | -39.4% | +31.1% | +6.9% |
| 6M | +6.6% | -33.1% | +39.7% | +18.0% |
| YTD | +109.7% | +18.0% | +91.6% | +92.4% |
| 1Y | +88.9% | +22.7% | +66.2% | +70.4% |
| 3Y | +301.8% | +283.8% | +18.0% | +127.2% |
| 5Y | +229.4% | +45.0% | +184.3% | +118.8% |
| All | +995.8% | +3,107.0% | -2,111.3% | +354.1% |
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