+603.7%
SITM vs AMDL
+117.8%
+485.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.8% | -5.6% |
| 7D | +8.4% | +19.9% | -11.6% | +2.3% |
| 30D | -17.4% | +6.3% | -23.7% | -19.2% |
| 3M | -9.8% | -9.9% | +0.1% | -9.8% |
| 6M | +83.0% | +394.3% | -311.3% | +7.2% |
| YTD | +69.6% | +257.3% | -187.7% | +2.7% |
| 1Y | +144.9% | +508.5% | -363.6% | +8.6% |
| All | +603.7% | +117.8% | +485.9% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMDL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling