-99.9%
AMIX vs SFM
-1.3%
-98.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | -0.5% |
| 7D | -16.0% | -1.2% | -14.8% | -15.9% |
| 30D | -55.4% | -24.8% | -30.7% | -56.4% |
| 3M | -87.5% | -43.7% | -43.8% | -88.3% |
| 6M | -81.2% | -37.3% | -43.9% | -82.9% |
| YTD | -86.8% | -38.4% | -48.5% | -88.0% |
| 1Y | -91.6% | -36.9% | -54.7% | -92.4% |
| All | -99.9% | -1.3% | -98.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling