-91.6%
AMIX vs AFL
+18.6%
-110.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | 0.0% |
| 7D | -25.1% | +2.9% | -28.0% | -18.2% |
| 30D | -54.5% | +11.5% | -66.0% | -36.4% |
| 3M | -91.7% | +0.6% | -92.4% | -91.9% |
| 6M | -79.4% | +11.7% | -91.1% | -77.6% |
| YTD | -86.1% | +15.4% | -101.5% | -84.0% |
| 1Y | -91.6% | +17.6% | -109.1% | -89.4% |
| All | -91.6% | +18.6% | -110.2% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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