+225.5%
SMR vs AMIX
-99.9%
+325.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | +4.4% | -13.7% | +18.1% | +4.6% |
| 30D | +3.4% | -62.1% | +65.5% | +4.8% |
| 3M | -19.2% | -46.2% | +27.0% | -20.6% |
| 6M | -22.6% | -46.4% | +23.8% | -24.2% |
| YTD | -31.5% | -60.3% | +28.7% | -32.5% |
| 1Y | -73.1% | -79.7% | +6.6% | -73.1% |
| All | +225.5% | -99.9% | +325.4% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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