-99.9%
AMIX vs STZ
-37.7%
-62.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.3% | -8.8% | -8.4% |
| 7D | -10.9% | 0.0% | -10.9% | -10.9% |
| 30D | -55.0% | +14.7% | -69.7% | -53.6% |
| 3M | -82.0% | +8.8% | -90.8% | -81.6% |
| 6M | -80.4% | +3.1% | -83.5% | -80.1% |
| YTD | -88.3% | +7.9% | -96.2% | -87.9% |
| 1Y | -92.4% | +14.2% | -106.5% | -92.0% |
| All | -99.9% | -37.7% | -62.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling