-89.7%
AMIX vs SM
+64.7%
-154.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +9.5% |
| 7D | +11.4% | -19.5% | +30.9% | +0.1% |
| 30D | -40.5% | -20.2% | -20.3% | -46.6% |
| 3M | -80.1% | -6.5% | -73.6% | -79.8% |
| 6M | -74.8% | +1.6% | -76.4% | -74.2% |
| YTD | -84.0% | +61.2% | -145.2% | -80.9% |
| 1Y | -89.7% | +65.4% | -155.1% | -86.1% |
| All | -89.7% | +64.7% | -154.4% | -86.1% |
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