-79.7%
AMIX vs SARO
-7.4%
-72.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.6% |
| 7D | -13.7% | -0.8% | -12.9% | -12.9% |
| 30D | -62.1% | -20.0% | -42.1% | -53.8% |
| 3M | -46.2% | -2.9% | -43.3% | -37.9% |
| 6M | -46.4% | -17.7% | -28.8% | -37.4% |
| YTD | -60.3% | -13.5% | -46.8% | -53.8% |
| 1Y | -79.7% | -9.7% | -70.0% | -74.4% |
| All | -79.7% | -7.4% | -72.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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