-79.4%
AMIX vs ALLY
-7.6%
-71.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -14.9% |
| 7D | -25.1% | +2.4% | -27.5% | -32.1% |
| 30D | -54.5% | +5.6% | -60.1% | -63.6% |
| 3M | -91.7% | -11.7% | -80.0% | -86.7% |
| 6M | -79.4% | -7.0% | -72.4% | -68.8% |
| All | -79.4% | -7.6% | -71.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 6mo: compounded portfolio wealth divided by compounded ALLY 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…
6mo analysis · Full analysis span regression · 6 months rolling