-91.6%
AMIX vs SAN
+23.5%
-115.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.4% | -2.0% |
| 7D | -25.1% | +4.5% | -29.6% | -24.5% |
| 30D | -54.5% | -12.1% | -42.4% | -55.7% |
| 3M | -91.7% | -15.6% | -76.2% | -92.0% |
| 6M | -79.4% | +5.8% | -85.2% | -79.9% |
| YTD | -86.1% | +5.5% | -91.5% | -84.8% |
| 1Y | -91.6% | +23.6% | -115.1% | -84.8% |
| All | -91.6% | +23.5% | -115.0% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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