-99.9%
AMIX vs ACM
-18.1%
-81.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | +11.4% | +6.6% | +4.8% | +9.0% |
| 30D | -40.5% | +19.8% | -60.3% | -44.3% |
| 3M | -80.1% | -3.1% | -76.9% | -79.7% |
| 6M | -74.8% | -11.5% | -63.3% | -73.5% |
| YTD | -84.0% | -24.7% | -59.3% | -82.5% |
| 1Y | -89.7% | -45.1% | -44.7% | -88.1% |
| All | -99.9% | -18.1% | -81.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling