+165.5%
SITM vs AMRZ
-14.5%
+180.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +7.0% | +6.6% |
| 7D | +9.7% | -1.9% | +11.6% | +10.0% |
| 30D | +12.7% | -16.9% | +29.6% | +15.5% |
| 3M | -13.4% | -19.2% | +5.8% | -11.1% |
| 6M | +59.6% | -29.3% | +88.9% | +69.1% |
| YTD | +73.3% | -18.0% | +91.3% | +74.6% |
| 1Y | +165.5% | -15.1% | +180.6% | +155.6% |
| All | +165.5% | -14.5% | +180.0% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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