-99.9%
AMIX vs SITM
+303.6%
-403.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.4% |
| 7D | -10.9% | +32.5% | -43.4% | -15.4% |
| 30D | -55.0% | -18.8% | -36.2% | -53.8% |
| 3M | -82.0% | -30.9% | -51.2% | -81.2% |
| 6M | -80.4% | -44.5% | -36.0% | -79.8% |
| YTD | -88.3% | +33.2% | -121.5% | -88.1% |
| 1Y | -92.4% | +53.8% | -146.2% | -92.3% |
| All | -99.9% | +303.6% | -403.5% | -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