-99.9%
AMIX vs SM
-5.2%
-94.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -9.9% | +9.4% | -19.3% | -7.9% |
| 30D | -52.8% | -14.4% | -38.4% | -53.7% |
| 3M | -80.0% | +1.6% | -81.6% | -79.7% |
| 6M | -80.2% | +6.3% | -86.6% | -79.8% |
| YTD | -88.1% | +78.8% | -166.9% | -87.8% |
| 1Y | -91.1% | +83.1% | -174.2% | -90.8% |
| All | -99.9% | -5.2% | -94.8% | -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