-89.7%
AMIX vs SAN
+22.7%
-112.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.9% |
| 7D | +11.4% | +10.8% | +0.7% | +12.9% |
| 30D | -40.5% | -5.7% | -34.8% | -41.5% |
| 3M | -80.1% | -13.4% | -66.6% | -80.8% |
| 6M | -74.8% | +3.5% | -78.4% | -75.5% |
| YTD | -84.0% | +9.7% | -93.7% | -82.2% |
| 1Y | -89.7% | +20.9% | -110.6% | -83.7% |
| All | -89.7% | +22.7% | -112.4% | -83.7% |
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