-99.9%
AMIX vs STT
+138.5%
-238.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.7% | -0.9% | -3.4% |
| 7D | -25.5% | -4.9% | -20.6% | -23.7% |
| 30D | -56.2% | -6.0% | -50.2% | -54.9% |
| 3M | -87.4% | -11.7% | -75.8% | -86.7% |
| 6M | -80.9% | +11.7% | -92.6% | -81.8% |
| YTD | -86.8% | +30.4% | -117.3% | -88.2% |
| 1Y | -91.3% | +43.9% | -135.3% | -92.6% |
| All | -99.9% | +138.5% | -238.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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