-91.6%
AMIX vs SN
+137.4%
-228.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -2.1% |
| 7D | -16.0% | +7.2% | -23.2% | -20.7% |
| 30D | -55.4% | +20.4% | -75.8% | -62.1% |
| 3M | -87.5% | +23.9% | -111.4% | -89.9% |
| 6M | -81.2% | +93.0% | -174.2% | -86.9% |
| YTD | -86.8% | +99.2% | -186.1% | -90.3% |
| 1Y | -91.6% | +142.6% | -234.2% | -90.2% |
| All | -91.6% | +137.4% | -228.9% | -90.2% |
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