-99.8%
AMIX vs ALLE
+29.9%
-129.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.6% |
| 7D | -13.7% | -0.2% | -13.5% | -13.6% |
| 30D | -62.1% | -6.8% | -55.3% | -60.1% |
| 3M | -46.2% | +21.0% | -67.2% | -46.9% |
| 6M | -46.4% | +1.1% | -47.5% | -45.3% |
| YTD | -60.3% | -0.5% | -59.7% | -59.2% |
| 1Y | -79.7% | -7.3% | -72.4% | -78.7% |
| All | -99.8% | +29.9% | -129.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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