-99.9%
AMIX vs ALM
+664.7%
-764.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +8.1% | +3.8% | +10.7% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | -45.3% | -26.1% | -19.3% | -43.1% |
| 3M | -83.1% | -38.1% | -45.0% | -82.1% |
| 6M | -76.9% | -55.4% | -21.5% | -75.3% |
| YTD | -85.3% | -0.4% | -84.9% | -84.9% |
| 1Y | -89.8% | +25.4% | -115.2% | -89.7% |
| All | -99.9% | +664.7% | -764.6% | -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