-79.7%
AMIX vs SFM
-41.4%
-38.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -0.5% |
| 7D | -13.7% | -0.1% | -13.6% | -13.8% |
| 30D | -62.1% | -4.4% | -57.7% | -63.1% |
| 3M | -46.2% | +1.5% | -47.7% | -48.0% |
| 6M | -46.4% | +6.5% | -52.9% | -48.8% |
| YTD | -60.3% | +2.2% | -62.4% | -61.8% |
| 1Y | -79.7% | -41.9% | -37.8% | -80.0% |
| All | -79.7% | -41.4% | -38.2% | -80.0% |
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