+165.5%
SITM vs AMP
+11.4%
+154.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.6% |
| 7D | +9.7% | +0.2% | +9.5% | +9.7% |
| 30D | +12.7% | -0.1% | +12.8% | +12.7% |
| 3M | -13.4% | +23.6% | -37.0% | -15.2% |
| 6M | +59.6% | +20.4% | +39.3% | +55.9% |
| YTD | +73.3% | +15.4% | +57.9% | +66.1% |
| 1Y | +165.5% | +11.0% | +154.6% | +148.0% |
| All | +165.5% | +11.4% | +154.2% | +148.0% |
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