-99.9%
AMIX vs SFM
+3.7%
-103.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.1% | -0.4% | -6.1% |
| 7D | -25.5% | +7.5% | -33.0% | -24.7% |
| 30D | -56.2% | -20.8% | -35.4% | -57.0% |
| 3M | -87.4% | -39.4% | -48.1% | -88.1% |
| 6M | -80.9% | -34.5% | -46.4% | -82.5% |
| YTD | -86.8% | -35.2% | -51.6% | -88.0% |
| 1Y | -91.3% | -35.3% | -56.0% | -92.1% |
| All | -99.9% | +3.7% | -103.6% | -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