-99.9%
AMIX vs ACGL
+44.8%
-144.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +9.4% |
| 7D | +11.4% | +1.3% | +10.2% | +12.3% |
| 30D | -40.5% | +14.2% | -54.7% | -35.1% |
| 3M | -80.1% | +11.1% | -91.2% | -78.7% |
| 6M | -74.8% | +16.4% | -91.2% | -73.3% |
| YTD | -84.0% | +13.8% | -97.8% | -83.0% |
| 1Y | -89.7% | +21.6% | -111.3% | -89.1% |
| All | -99.9% | +44.8% | -144.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling