-79.7%
AMIX vs ACM
-45.8%
-33.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -13.7% | -3.7% | -10.0% | -11.9% |
| 30D | -62.1% | -11.1% | -51.0% | -58.9% |
| 3M | -46.2% | -8.0% | -38.2% | -40.8% |
| 6M | -46.4% | -29.7% | -16.8% | -37.4% |
| YTD | -60.3% | -29.4% | -30.9% | -53.3% |
| 1Y | -79.7% | -46.4% | -33.2% | -74.8% |
| All | -79.7% | -45.8% | -33.9% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling