-99.9%
AMIX vs STLA
-75.5%
-24.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.1% | -3.4% |
| 7D | -25.5% | -5.5% | -20.0% | -23.5% |
| 30D | -56.2% | -3.7% | -52.5% | -55.6% |
| 3M | -87.4% | -21.1% | -66.3% | -86.0% |
| 6M | -80.9% | -38.3% | -42.6% | -77.6% |
| YTD | -86.8% | -59.2% | -27.6% | -84.1% |
| 1Y | -91.3% | -56.7% | -34.6% | -89.7% |
| All | -99.9% | -75.5% | -24.5% | -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