-90.5%
AMIX vs ALM
+21.0%
-111.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +8.1% | +3.8% | +9.4% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -45.3% | -26.1% | -19.3% | -40.4% |
| 3M | -83.1% | -38.1% | -45.0% | -80.9% |
| 6M | -76.9% | -55.4% | -21.5% | -73.8% |
| YTD | -85.3% | -0.4% | -84.9% | -84.5% |
| All | -90.5% | +21.0% | -111.6% | -90.1% |
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