-90.5%
AMIX vs ACM
-46.1%
-44.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.2% | +6.6% | +9.2% |
| 7D | +1.2% | +6.9% | -5.7% | -1.9% |
| 30D | -45.3% | +19.1% | -64.4% | -49.9% |
| 3M | -83.1% | -6.9% | -76.1% | -81.7% |
| 6M | -76.9% | -12.0% | -64.8% | -74.4% |
| YTD | -85.3% | -25.1% | -60.2% | -82.9% |
| All | -90.5% | -46.1% | -44.5% | -88.7% |
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