-91.6%
AMIX vs STLD
+59.7%
-151.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -0.6% |
| 7D | -25.1% | -3.9% | -21.2% | -22.7% |
| 30D | -54.5% | -0.4% | -54.1% | -54.5% |
| 3M | -91.7% | -9.2% | -82.5% | -91.1% |
| 6M | -79.4% | +5.0% | -84.4% | -78.1% |
| YTD | -86.1% | +42.8% | -128.9% | -84.9% |
| 1Y | -91.6% | +60.1% | -151.6% | -90.2% |
| All | -91.6% | +59.7% | -151.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling