-99.9%
AMIX vs SN
+343.1%
-443.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | -25.5% | +3.8% | -29.3% | -26.3% |
| 30D | -56.2% | +17.5% | -73.7% | -58.3% |
| 3M | -87.4% | +19.2% | -106.7% | -88.2% |
| 6M | -80.9% | +84.9% | -165.8% | -83.0% |
| YTD | -86.8% | +94.0% | -180.9% | -88.2% |
| 1Y | -91.3% | +151.3% | -242.7% | -92.2% |
| All | -99.9% | +343.1% | -443.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling