-98.1%
AMIX vs SARO
-21.9%
-76.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | +1.6% | +0.6% | +0.9% | +1.0% |
| 30D | -50.8% | -14.5% | -36.3% | -43.8% |
| 3M | -46.3% | -5.3% | -41.0% | -40.8% |
| 6M | -49.9% | -15.3% | -34.6% | -42.3% |
| YTD | -60.4% | -15.6% | -44.9% | -54.7% |
| 1Y | -81.7% | -9.1% | -72.6% | -79.9% |
| All | -98.1% | -21.9% | -76.3% | -97.8% |
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