-91.3%
AMIX vs ACM
-48.3%
-43.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.6% |
| 7D | -25.5% | +5.1% | -30.5% | -27.3% |
| 30D | -56.2% | +11.5% | -67.7% | -58.6% |
| 3M | -87.4% | -10.5% | -77.0% | -86.3% |
| 6M | -80.9% | -20.4% | -60.5% | -78.1% |
| YTD | -86.8% | -28.9% | -58.0% | -84.4% |
| 1Y | -91.3% | -48.7% | -42.6% | -89.6% |
| All | -91.3% | -48.3% | -43.0% | -89.6% |
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