-91.7%
AMIX vs ADVB
-73.0%
-18.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +10.0% | -30.0% | -20.7% |
| 7D | -8.1% | +10.5% | -18.6% | -8.8% |
| 30D | -52.3% | -56.0% | +3.8% | -50.1% |
| 3M | -83.8% | -70.1% | -13.6% | -82.7% |
| 6M | -79.0% | -53.7% | -25.3% | -76.3% |
| YTD | -87.2% | -60.3% | -26.9% | -85.4% |
| 1Y | -91.7% | -73.1% | -18.6% | -92.0% |
| All | -91.7% | -73.0% | -18.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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