-99.9%
AMIX vs ALM
+592.8%
-692.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.6% | +4.0% | -4.3% |
| 7D | -25.5% | -14.5% | -11.0% | -23.8% |
| 30D | -56.2% | -39.0% | -17.2% | -53.2% |
| 3M | -87.4% | -40.3% | -47.2% | -86.7% |
| 6M | -80.9% | -60.3% | -20.6% | -79.4% |
| YTD | -86.8% | -9.8% | -77.1% | -86.3% |
| 1Y | -91.3% | +30.8% | -122.1% | -91.1% |
| All | -99.9% | +592.8% | -692.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling