-99.8%
AMIX vs STZ
-45.2%
-54.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.0% |
| 7D | -13.7% | -1.9% | -11.8% | -14.0% |
| 30D | -62.1% | -1.9% | -60.2% | -62.1% |
| 3M | -46.2% | -6.2% | -39.9% | -46.7% |
| 6M | -46.4% | -14.0% | -32.4% | -47.7% |
| YTD | -60.3% | -5.1% | -55.1% | -60.3% |
| 1Y | -79.7% | -9.6% | -70.1% | -80.4% |
| All | -99.8% | -45.2% | -54.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling