-17.9%
AMT vs SITM
+102.3%
-120.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.2% |
| 7D | -2.4% | +17.2% | -19.6% | -2.7% |
| 30D | +4.2% | -17.1% | +21.3% | +4.6% |
| 3M | +13.4% | -29.2% | +42.6% | +14.1% |
| 6M | +9.4% | -47.6% | +57.0% | +10.9% |
| YTD | +11.7% | +33.8% | -22.1% | +8.7% |
| 1Y | +7.1% | +54.1% | -47.0% | +3.6% |
| 3Y | +15.1% | +337.6% | -322.5% | -1.2% |
| 5Y | -17.9% | +89.7% | -107.6% | -29.2% |
| All | -17.9% | +102.3% | -120.2% | -29.2% |
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