-99.8%
AMIX vs STLA
-69.3%
-30.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.6% |
| 7D | -13.7% | +2.6% | -16.3% | -14.8% |
| 30D | -62.1% | -1.2% | -60.8% | -61.9% |
| 3M | -46.2% | -24.8% | -21.4% | -42.8% |
| 6M | -46.4% | -25.6% | -20.9% | -43.0% |
| YTD | -60.3% | -48.9% | -11.3% | -56.6% |
| 1Y | -79.7% | -38.8% | -40.9% | -78.8% |
| All | -99.8% | -69.3% | -30.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling