-79.7%
AMIX vs STLD
+89.3%
-168.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.6% |
| 7D | -13.7% | +3.1% | -16.9% | -16.2% |
| 30D | -62.1% | -9.0% | -53.1% | -59.3% |
| 3M | -46.2% | -12.4% | -33.8% | -41.5% |
| 6M | -46.4% | +25.5% | -71.9% | -45.4% |
| YTD | -60.3% | +43.6% | -103.9% | -61.3% |
| 1Y | -79.7% | +87.2% | -166.9% | -81.7% |
| All | -79.7% | +89.3% | -168.9% | -81.7% |
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