+619.1%
SITM vs AMDL
+95.0%
+524.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.2% | -2.6% | +3.8% |
| 7D | +9.7% | +4.5% | +5.2% | +8.3% |
| 30D | +12.7% | -4.4% | +17.1% | +14.3% |
| 3M | -13.4% | -30.5% | +17.1% | -6.7% |
| 6M | +59.6% | +300.9% | -241.3% | -0.2% |
| YTD | +73.3% | +219.9% | -146.6% | +8.8% |
| 1Y | +165.5% | +374.7% | -209.2% | +28.3% |
| All | +619.1% | +95.0% | +524.1% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling