-99.8%
AMIX vs ALM
+1,431.2%
-1,530.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -13.7% | -2.6% | -11.1% | -13.4% |
| 30D | -62.1% | +32.0% | -94.1% | -63.6% |
| 3M | -46.2% | -15.0% | -31.1% | -47.2% |
| 6M | -46.4% | -10.1% | -36.3% | -47.9% |
| YTD | -60.3% | +99.4% | -159.7% | -62.7% |
| 1Y | -79.7% | +316.4% | -396.0% | -81.4% |
| All | -99.8% | +1,431.2% | -1,530.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling