-91.6%
AMIX vs STZ
+14.7%
-106.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.3% | -2.6% |
| 7D | -25.1% | +13.0% | -38.1% | -24.6% |
| 30D | -54.5% | +29.4% | -83.9% | -54.3% |
| 3M | -91.7% | +11.6% | -103.3% | -91.6% |
| 6M | -79.4% | -0.2% | -79.2% | -78.8% |
| YTD | -86.1% | +8.6% | -94.6% | -87.9% |
| 1Y | -91.6% | +15.9% | -107.5% | -94.2% |
| All | -91.6% | +14.7% | -106.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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