-79.7%
AMIX vs SNY
+2.0%
-81.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.0% |
| 7D | -13.7% | -1.3% | -12.4% | -14.2% |
| 30D | -62.1% | +3.4% | -65.5% | -61.3% |
| 3M | -46.2% | -0.3% | -45.8% | -44.3% |
| 6M | -46.4% | +1.0% | -47.5% | -44.4% |
| YTD | -60.3% | -3.6% | -56.6% | -57.8% |
| 1Y | -79.7% | +3.0% | -82.7% | -80.3% |
| All | -79.7% | +2.0% | -81.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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