+153.9%
SITM vs AMRZ
-19.2%
+173.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +3.7% | -4.7% | +8.4% | +4.7% |
| 30D | -14.5% | -11.3% | -3.2% | -12.5% |
| 3M | -10.6% | -22.1% | +11.5% | -6.8% |
| 6M | +65.5% | -29.6% | +95.1% | +78.0% |
| YTD | +67.0% | -23.3% | +90.3% | +71.4% |
| 1Y | +138.6% | -23.7% | +162.3% | +141.6% |
| All | +153.9% | -19.2% | +173.1% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling