-99.9%
AMIX vs SITM
+257.6%
-357.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.4% | -17.4% | -2.9% |
| 7D | -16.0% | -6.7% | -9.3% | -15.3% |
| 30D | -55.4% | -37.3% | -18.1% | -52.2% |
| 3M | -87.5% | -39.4% | -48.2% | -86.6% |
| 6M | -81.2% | -33.1% | -48.1% | -80.2% |
| YTD | -86.8% | +18.0% | -104.9% | -86.3% |
| 1Y | -91.6% | +22.7% | -114.3% | -91.3% |
| All | -99.9% | +257.6% | -357.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling