-99.9%
AMIX vs STZ
-37.7%
-62.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.7% |
| 7D | -25.5% | +11.8% | -37.3% | -23.5% |
| 30D | -56.2% | +26.0% | -82.2% | -53.9% |
| 3M | -87.4% | +11.5% | -99.0% | -87.0% |
| 6M | -80.9% | -2.0% | -78.9% | -80.8% |
| YTD | -86.8% | +7.9% | -94.7% | -86.4% |
| 1Y | -91.3% | +13.9% | -105.3% | -90.9% |
| 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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling