+20.4%
AME vs SITM
+47.5%
-27.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.7% | -3.5% |
| 7D | -4.4% | -19.5% | +15.1% | -2.1% |
| 30D | -5.9% | -43.2% | +37.3% | -0.2% |
| 3M | -6.5% | -30.8% | +24.3% | -3.3% |
| 6M | +3.2% | -28.6% | +31.8% | +4.7% |
| YTD | +16.0% | +14.2% | +1.8% | +9.7% |
| 1Y | +20.4% | +44.4% | -23.9% | +11.9% |
| All | +20.4% | +47.5% | -27.1% | +11.9% |
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