-98.1%
AMIX vs SARO
-20.0%
-78.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.5% |
| 7D | -13.7% | -0.8% | -12.9% | -13.0% |
| 30D | -62.1% | -20.0% | -42.1% | -54.4% |
| 3M | -46.2% | -2.9% | -43.3% | -41.9% |
| 6M | -46.4% | -17.7% | -28.8% | -37.8% |
| YTD | -60.3% | -13.5% | -46.8% | -55.4% |
| 1Y | -79.7% | -9.7% | -70.0% | -77.6% |
| All | -98.1% | -20.0% | -78.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling