+4,437.5%
SITM vs AMP
+289.6%
+4,147.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.8% |
| 7D | +3.7% | 0.0% | +3.7% | +3.6% |
| 30D | -14.5% | -1.0% | -13.5% | -14.0% |
| 3M | -10.6% | +23.2% | -33.8% | -25.8% |
| 6M | +65.5% | +20.4% | +45.1% | +38.2% |
| YTD | +67.0% | +13.6% | +53.4% | +43.9% |
| 1Y | +138.6% | +13.4% | +125.3% | +106.4% |
| 3Y | +421.8% | +66.5% | +355.3% | +240.7% |
| 5Y | +172.4% | +120.2% | +52.2% | +50.9% |
| All | +4,437.5% | +289.6% | +4,147.9% | +1,900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling