-91.6%
AMIX vs STZ
+13.3%
-104.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | -16.0% | +4.9% | -20.9% | -15.8% |
| 30D | -55.4% | +20.9% | -76.3% | -55.3% |
| 3M | -87.5% | +8.0% | -95.5% | -87.3% |
| 6M | -81.2% | -5.3% | -75.9% | -80.5% |
| YTD | -86.8% | +5.9% | -92.8% | -88.9% |
| 1Y | -91.6% | +14.2% | -105.8% | -94.6% |
| All | -91.6% | +13.3% | -104.9% | -94.6% |
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