+475.9%
SITM vs AMP
+66.7%
+409.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +4.9% |
| 7D | +3.9% | -0.5% | +4.4% | +4.3% |
| 30D | -6.6% | -1.3% | -5.3% | -5.7% |
| 3M | -11.9% | +24.2% | -36.1% | -28.6% |
| 6M | +81.1% | +24.6% | +56.6% | +43.4% |
| YTD | +80.0% | +14.8% | +65.1% | +50.4% |
| 1Y | +145.8% | +12.8% | +133.1% | +109.7% |
| 3Y | +475.9% | +69.0% | +406.9% | +181.4% |
| All | +475.9% | +66.7% | +409.2% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling