-99.9%
AMIX vs ACGL
+46.7%
-146.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.7% |
| 7D | -25.5% | +6.4% | -31.9% | -22.2% |
| 30D | -56.2% | +16.6% | -72.8% | -51.5% |
| 3M | -87.4% | +11.6% | -99.0% | -86.5% |
| 6M | -80.9% | +17.5% | -98.4% | -79.5% |
| YTD | -86.8% | +15.3% | -102.1% | -85.9% |
| 1Y | -91.3% | +26.3% | -117.6% | -90.7% |
| All | -99.9% | +46.7% | -146.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling