-79.7%
AMIX vs SN
+46.4%
-126.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.1% |
| 7D | -13.7% | -9.3% | -4.4% | -7.5% |
| 30D | -62.1% | -4.8% | -57.3% | -61.3% |
| 3M | -46.2% | +40.4% | -86.6% | -50.6% |
| 6M | -46.4% | +50.9% | -97.4% | -51.8% |
| YTD | -60.3% | +54.9% | -115.2% | -63.1% |
| 1Y | -79.7% | +43.0% | -122.7% | -84.0% |
| All | -79.7% | +46.4% | -126.0% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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