-99.9%
AMIX vs STLD
+99.2%
-199.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.6% | +2.0% | -0.6% |
| 7D | -25.5% | -12.5% | -13.0% | -18.7% |
| 30D | -56.2% | -6.8% | -49.4% | -54.2% |
| 3M | -87.4% | -16.4% | -71.1% | -86.0% |
| 6M | -80.9% | -6.1% | -74.8% | -79.9% |
| YTD | -86.8% | +32.0% | -118.8% | -88.4% |
| 1Y | -91.3% | +45.5% | -136.8% | -92.8% |
| All | -99.9% | +99.2% | -199.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling