-99.2%
AMIX vs SARO
-8.1%
-91.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.5% | +10.0% |
| 7D | +11.4% | +12.9% | -1.5% | +2.2% |
| 30D | -40.5% | +41.2% | -81.8% | -54.6% |
| 3M | -80.1% | +0.6% | -80.7% | -80.0% |
| 6M | -74.8% | +13.3% | -88.2% | -76.1% |
| YTD | -84.0% | -0.7% | -83.3% | -83.9% |
| 1Y | -89.7% | +3.4% | -93.2% | -89.8% |
| All | -99.2% | -8.1% | -91.1% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling