-99.9%
AMIX vs STLA
-76.4%
-23.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.6% | +12.4% | +10.5% |
| 7D | +11.4% | -4.9% | +16.4% | +13.9% |
| 30D | -40.5% | -4.9% | -35.6% | -39.5% |
| 3M | -80.1% | -23.7% | -56.4% | -77.6% |
| 6M | -74.8% | -45.0% | -29.9% | -69.8% |
| YTD | -84.0% | -60.9% | -23.1% | -80.3% |
| 1Y | -89.7% | -58.9% | -30.8% | -87.5% |
| All | -99.9% | -76.4% | -23.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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