-96.9%
AMIX vs ADVB
-97.4%
+0.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.6% |
| 7D | -25.1% | -29.5% | +4.4% | -23.0% |
| 30D | -54.5% | -66.9% | +12.4% | -50.7% |
| 3M | -91.7% | -73.7% | -18.0% | -90.9% |
| 6M | -79.4% | -64.8% | -14.7% | -77.6% |
| YTD | -86.1% | -64.0% | -22.0% | -85.0% |
| 1Y | -91.6% | -77.0% | -14.6% | -90.6% |
| All | -96.9% | -97.4% | +0.4% | -96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling