-91.6%
AMIX vs SAN
+16.7%
-108.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.3% |
| 7D | -16.0% | +4.9% | -20.9% | -15.3% |
| 30D | -55.4% | -13.0% | -42.4% | -56.5% |
| 3M | -87.5% | -18.9% | -68.6% | -88.0% |
| 6M | -81.2% | -4.1% | -77.1% | -81.8% |
| YTD | -86.8% | +2.6% | -89.4% | -85.7% |
| 1Y | -91.6% | +16.9% | -108.5% | -86.5% |
| All | -91.6% | +16.7% | -108.3% | -86.5% |
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