+159.2%
SITM vs AMRZ
-20.3%
+179.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | +4.8% | -8.1% | +13.0% | +6.7% |
| 30D | -9.7% | -14.8% | +5.1% | -6.7% |
| 3M | -9.3% | -19.7% | +10.4% | -6.7% |
| 6M | +69.5% | -30.8% | +100.3% | +83.1% |
| YTD | +70.5% | -24.3% | +94.8% | +75.4% |
| 1Y | +145.3% | -24.0% | +169.3% | +147.4% |
| All | +159.2% | -20.3% | +179.5% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling