+400.4%
ALAB vs AMIX
-99.7%
+500.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +9.8% |
| 7D | +7.2% | -13.7% | +21.0% | +7.7% |
| 30D | -2.5% | -62.1% | +59.5% | -0.1% |
| 3M | -13.3% | -46.2% | +32.9% | -17.8% |
| 6M | +172.8% | -46.4% | +219.3% | +157.7% |
| YTD | +86.6% | -60.3% | +146.8% | +77.2% |
| 1Y | +65.2% | -79.7% | +144.8% | +58.4% |
| All | +400.4% | -99.7% | +500.1% | +289.8% |
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