-99.9%
AMIX vs SM
-14.5%
-85.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +9.1% |
| 7D | +11.4% | -19.5% | +30.9% | +7.5% |
| 30D | -40.5% | -20.2% | -20.3% | -42.7% |
| 3M | -80.1% | -6.5% | -73.6% | -80.1% |
| 6M | -74.8% | +1.6% | -76.4% | -74.8% |
| YTD | -84.0% | +61.2% | -145.2% | -83.9% |
| 1Y | -89.7% | +65.4% | -155.1% | -89.6% |
| All | -99.9% | -14.5% | -85.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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