-6.0%
AMT vs SITM
+155.7%
-161.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +3.0% |
| 7D | +1.1% | +3.9% | -2.7% | +1.3% |
| 30D | +4.4% | -6.6% | +10.9% | +4.2% |
| 3M | -5.2% | -11.9% | +6.7% | -5.0% |
| 6M | -0.8% | +81.1% | -82.0% | +0.8% |
| YTD | +3.3% | +80.0% | -76.7% | +5.1% |
| 1Y | -6.0% | +145.8% | -151.9% | -2.1% |
| All | -6.0% | +155.7% | -161.7% | -2.1% |
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 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