-91.3%
AMIX vs ADVB
-88.3%
-2.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -13.7% | -3.8% | -10.0% | -13.5% |
| 30D | -62.1% | +17.6% | -79.6% | -62.5% |
| 3M | -46.2% | +119.1% | -165.3% | -48.0% |
| 6M | -46.4% | +103.4% | -149.8% | -49.0% |
| YTD | -60.3% | +59.8% | -120.1% | -61.5% |
| 1Y | -79.7% | +8.5% | -88.2% | -80.3% |
| All | -91.3% | -88.3% | -2.9% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling