-80.9%
AMIX vs SFM
-35.8%
-45.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.1% | -0.4% | -9.6% |
| 7D | -25.5% | +7.5% | -33.0% | -19.9% |
| 30D | -56.2% | -20.8% | -35.4% | -64.5% |
| 3M | -87.4% | -39.4% | -48.1% | -94.2% |
| 6M | -80.9% | -34.5% | -46.4% | -90.8% |
| All | -80.9% | -35.8% | -45.1% | -90.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling