+44.4%
SITM vs AMP
+18.6%
+25.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.5% | -13.8% | -8.6% |
| 7D | -19.5% | +7.7% | -27.2% | -18.5% |
| 30D | -43.2% | +6.6% | -49.8% | -42.5% |
| 3M | -30.8% | -4.7% | -26.1% | -30.3% |
| 6M | -28.6% | +12.9% | -41.5% | -28.4% |
| YTD | +14.2% | +8.6% | +5.6% | +8.2% |
| 1Y | +44.4% | +18.2% | +26.1% | +19.1% |
| All | +44.4% | +18.6% | +25.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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