-91.1%
AMIX vs ALM
+19.0%
-110.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | -1.2% |
| 7D | -9.9% | +1.2% | -11.1% | -10.4% |
| 30D | -52.8% | -19.3% | -33.4% | -49.9% |
| 3M | -80.0% | -40.6% | -39.4% | -77.2% |
| 6M | -80.2% | -57.9% | -22.3% | -77.2% |
| YTD | -88.1% | -6.7% | -81.4% | -87.1% |
| 1Y | -91.1% | +20.2% | -111.2% | -90.2% |
| All | -91.1% | +19.0% | -110.0% | -90.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling