-99.9%
AMIX vs SPY
+60.9%
-160.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.3% | -22.2% |
| 7D | -8.1% | -0.9% | -7.2% | -7.0% |
| 30D | -52.3% | -2.4% | -49.9% | -50.4% |
| 3M | -83.8% | -1.2% | -82.6% | -83.5% |
| 6M | -79.0% | +3.3% | -82.3% | -79.0% |
| YTD | -87.2% | +12.3% | -99.5% | -87.9% |
| 1Y | -91.7% | +12.4% | -104.1% | -92.1% |
| All | -99.9% | +60.9% | -160.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling