-91.7%
AMIX vs SM
+72.9%
-164.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.6% | -25.6% | -17.1% |
| 7D | -8.1% | +0.3% | -8.4% | -7.1% |
| 30D | -52.3% | -17.3% | -34.9% | -56.1% |
| 3M | -83.8% | -3.6% | -80.2% | -83.2% |
| 6M | -79.0% | +2.9% | -81.9% | -77.9% |
| YTD | -87.2% | +70.2% | -157.4% | -84.1% |
| 1Y | -91.7% | +66.5% | -158.2% | -89.7% |
| All | -91.7% | +72.9% | -164.6% | -89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling