-99.9%
AMIX vs SITM
+281.2%
-381.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +9.3% |
| 7D | +11.4% | -0.1% | +11.5% | +11.1% |
| 30D | -40.5% | -27.4% | -13.1% | -37.7% |
| 3M | -80.1% | -35.6% | -44.5% | -78.9% |
| 6M | -74.8% | -46.6% | -28.2% | -73.7% |
| YTD | -84.0% | +25.8% | -109.8% | -83.5% |
| 1Y | -89.7% | +38.2% | -128.0% | -89.5% |
| All | -99.9% | +281.2% | -381.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling