-2.5%
AMT vs SITM
+4,608.4%
-4,610.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -1.4% |
| 7D | -0.2% | +9.7% | -9.9% | -0.7% |
| 30D | +4.6% | +12.7% | -8.1% | +3.6% |
| 3M | -8.4% | -13.4% | +5.0% | -8.4% |
| 6M | -6.0% | +59.6% | -65.6% | -10.1% |
| YTD | +2.1% | +73.3% | -71.2% | -3.2% |
| 1Y | -6.4% | +165.5% | -171.9% | -14.3% |
| 3Y | +8.1% | +368.7% | -360.7% | -10.6% |
| 5Y | -31.9% | +172.5% | -204.4% | -44.3% |
| All | -2.5% | +4,608.4% | -4,610.8% | -44.0% |
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