-91.6%
AMIX vs SFM
-35.8%
-55.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.7% | -1.1% |
| 7D | -25.1% | -12.3% | -12.9% | -28.9% |
| 30D | -54.5% | -16.2% | -38.3% | -58.1% |
| 3M | -91.7% | -36.8% | -54.9% | -94.1% |
| 6M | -79.4% | -32.6% | -46.9% | -85.3% |
| YTD | -86.1% | -31.7% | -54.3% | -89.8% |
| 1Y | -91.6% | -35.0% | -56.6% | -93.6% |
| All | -91.6% | -35.8% | -55.7% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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