-99.9%
AMIX vs SPY
+55.7%
-155.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.5% |
| 7D | -16.0% | -2.7% | -13.3% | -12.1% |
| 30D | -55.4% | -5.4% | -50.0% | -50.9% |
| 3M | -87.5% | -4.1% | -83.4% | -86.6% |
| 6M | -81.2% | +0.7% | -81.9% | -80.2% |
| YTD | -86.8% | +8.7% | -95.5% | -86.8% |
| 1Y | -91.6% | +10.9% | -102.5% | -91.6% |
| All | -99.9% | +55.7% | -155.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling