-79.7%
AMIX vs SITM
+174.8%
-254.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.5% | -3.7% |
| 7D | -13.7% | +9.7% | -23.4% | -16.1% |
| 30D | -62.1% | +12.7% | -74.8% | -64.0% |
| 3M | -46.2% | -13.4% | -32.7% | -46.5% |
| 6M | -46.4% | +59.6% | -106.0% | -42.5% |
| YTD | -60.3% | +73.3% | -133.6% | -56.9% |
| 1Y | -79.7% | +165.5% | -245.2% | -74.6% |
| All | -79.7% | +174.8% | -254.4% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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