-99.9%
AMIX vs ALM
+616.3%
-716.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | 0.0% |
| 7D | -9.9% | +1.2% | -11.1% | -10.1% |
| 30D | -52.8% | -19.3% | -33.4% | -51.4% |
| 3M | -80.0% | -40.6% | -39.4% | -78.7% |
| 6M | -80.2% | -57.9% | -22.3% | -78.7% |
| YTD | -88.1% | -6.7% | -81.4% | -87.8% |
| 1Y | -91.1% | +20.2% | -111.2% | -90.9% |
| All | -99.9% | +616.3% | -716.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling