-79.4%
AMIX vs STT
+15.3%
-94.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.8% |
| 7D | -25.1% | -0.1% | -25.0% | -24.9% |
| 30D | -54.5% | -1.7% | -52.8% | -53.8% |
| 3M | -91.7% | -6.4% | -85.4% | -91.1% |
| 6M | -79.4% | +17.7% | -97.1% | -84.7% |
| All | -79.4% | +15.3% | -94.7% | -84.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling